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.
引用
收藏
页数:11
相关论文
共 50 条
  • [41] Convex Regression via Penalized Splines: A Complementarity Approach
    Shen, Jinglai
    Wang, Xiao
    2012 AMERICAN CONTROL CONFERENCE (ACC), 2012, : 332 - 337
  • [42] Semiparametric regression with shape-constrained penalized splines
    Hazelton, Martin L.
    Turlach, Berwin A.
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2011, 55 (10) : 2871 - 2879
  • [43] A NOTE ON A NONPARAMETRIC REGRESSION TEST THROUGH PENALIZED SPLINES
    Chen, Huaihou
    Wang, Yuanjia
    Li, Runze
    Shear, Katherine
    STATISTICA SINICA, 2014, 24 (03) : 1143 - 1160
  • [44] Smooth expectiles for panel data using penalized splines
    Schulze Waltrup, Linda
    Kauermann, Goeran
    STATISTICS AND COMPUTING, 2017, 27 (01) : 271 - 282
  • [45] Reproduction capabilities of penalized hyperbolic-polynomial splines
    Campagna, Rosanna
    Conti, Costanza
    APPLIED MATHEMATICS LETTERS, 2022, 132
  • [46] Knot selection for least-squares and penalized splines
    Spiriti, Steven
    Eubank, Randall
    Smith, Philip W.
    Young, Dennis
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2013, 83 (06) : 1020 - 1036
  • [47] Smoothing parameter selection in two frameworks for penalized splines
    Krivobokova, Tatyana
    JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2013, 75 (04) : 725 - 741
  • [48] Flexible Weather Index Insurance Design with Penalized Splines
    Tan, Ken Seng
    Zhang, Jinggong
    NORTH AMERICAN ACTUARIAL JOURNAL, 2024, 28 (01) : 1 - 26
  • [49] Penalized Splines Fitting for a Poisson Response Including Outliers
    Kan-Kilinc, Betul
    Asfha, Huruy Debessay
    PAKISTAN JOURNAL OF STATISTICS AND OPERATION RESEARCH, 2019, 15 (04) : 979 - 988
  • [50] Semiparametric stochastic volatility modelling using penalized splines
    Roland Langrock
    Théo Michelot
    Alexander Sohn
    Thomas Kneib
    Computational Statistics, 2015, 30 : 517 - 537