Uniform convergence of penalized splines

被引：0
|
作者：
Xiao, Luo [1 ]
Nan, Zhe [2 ]
机构：
[1] North Carolina State Univ, Dept Stat, 2311 Stinson Dr,Campus Box 8203, Raleigh, NC 27695 USA
[2] Zhejiang Univ Technol, Dept Math, Hangzhou 310014, Peoples R China
来源：
STAT | 2020年 / 9卷 / 01期
关键词：
nonparametric regression; penalized splines; rate optimality; uniform convergence;
D O I：
10.1002/sta4.297
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Penalized splines are popular for nonparametric regression. We establish the minimax rate optimality of penalized splines for uniform convergence, thus improving the existing rate in the literature. The result is applicable to several types of penalized splines that are commonly used and holds under mild conditions on the design points.
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页数：11
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