A unified framework for spline estimators
This article develops a unified framework to study the (asymptotic) properties of (periodic) spline based estimators, that is of regression, penalized and smoothing splines. We obtain an explicit form of the Demmler-Reinsch basis of general degree in terms of exponential splines and corresponding eigenvalues by applying Fourier techniques to periodic smoothers. This allows to derive exact expressions for the equivalent kernels of all spline estimators and get insights into the local and global asymptotic behavior of these estimators.
|Date of creation:||20 Nov 2012|
|Contact details of provider:|| Postal: Platz der Goettinger Sieben 3; D-37073 Goettingen, GERMANY|
Phone: +49 551 39 14066
Fax: + 49 551 39 14059
Web page: http://www.uni-goettingen.de/en/82144.html
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521785167, September.
- Gerda Claeskens & Tatyana Krivobokova & Jean D. Opsomer, 2009. "Asymptotic properties of penalized spline estimators," Biometrika, Biometrika Trust, vol. 96(3), pages 529-544.
- Göran Kauermann & Tatyana Krivobokova & Ludwig Fahrmeir, 2009. "Some asymptotic results on generalized penalized spline smoothing," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(2), pages 487-503.
- Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521780506, September.
When requesting a correction, please mention this item's handle: RePEc:got:gotcrc:130. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dominik Noe)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.