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.
Publié le : 1998-10-14
Classification:
Regression splines,
least squares,
Bernoulli polynomial,
asymptotic bias,
asymptotic variance,
asymptotic normality,
confidence interval and confidence band,
62G07,
62G15,
62G20
@article{1024691356,
author = {Zhou, S. and Shen, X. and Wolfe, D.A.},
title = {Local Asymptotics for Regression Splines and Confidence
Regions},
journal = {Ann. Statist.},
volume = {26},
number = {3},
year = {1998},
pages = { 1760-1782},
language = {en},
url = {http://dml.mathdoc.fr/item/1024691356}
}
Zhou, S.; Shen, X.; Wolfe, D.A. Local Asymptotics for Regression Splines and Confidence
Regions. Ann. Statist., Tome 26 (1998) no. 3, pp. 1760-1782. http://gdmltest.u-ga.fr/item/1024691356/