Derivation of equivalent kernel for general spline smoothing: a systematic approach
Abramovich, Felix ; Grinshtein, Vadim
Bernoulli, Tome 5 (1999) no. 6, p. 359-379 / Harvested from Project Euclid
We consider first the spline smoothing nonparametric estimation with variable smoothing parameter and arbitrary design density function and show that the corresponding equivalent kernel can be approximated by the Green function of a certain linear differential operator. Furthermore, we propose to use the standard (in applied mathematics and engineering) method for asymptotic solution of linear differential equations, known as the Wentzel-Kramers-Brillouin method, for systematic derivation of an asymptotically equivalent kernel in this general case. The corresponding results for polynomial splines are a special case of the general solution. Then, we show how these ideas can be directly extended to the very general L-spline smoothing.
Publié le : 1999-04-14
Classification:  Green's function,  L-smoothing spline
@article{1173147911,
     author = {Abramovich, Felix and Grinshtein, Vadim},
     title = {Derivation of equivalent kernel for general spline smoothing: a systematic approach},
     journal = {Bernoulli},
     volume = {5},
     number = {6},
     year = {1999},
     pages = { 359-379},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1173147911}
}
Abramovich, Felix; Grinshtein, Vadim. Derivation of equivalent kernel for general spline smoothing: a systematic approach. Bernoulli, Tome 5 (1999) no. 6, pp.  359-379. http://gdmltest.u-ga.fr/item/1173147911/