Local asymptotics for regression splines and confidence regions

• 成果类型: Article
• 署名作者: Zhou, S; Shen, X; Wolfe, DA
• 署名单位: University System of Ohio; Ohio State University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1998
• 页码: 1760-1782
• 关键词: Nonparametric regression; CONVERGENCE; rates; variance; models

摘要

In this paper, we study the local behavior of regression splines. In particular, explicit expressions for the asymptotic pointwise bias and variance of regression splines are obtained. In addition, asymptotic normality for regression splines is established, leading to the construction of approximate confidence intervals and confidence bands for the regression function.