Translator Disclaimer
2011 On the asymptotics of penalized spline smoothing
Xiao Wang, Jinglai Shen, David Ruppert
Electron. J. Statist. 5: 1-17 (2011). DOI: 10.1214/10-EJS593

Abstract

This paper performs an asymptotic analysis of penalized spline estimators. We compare P-splines and splines with a penalty of the type used with smoothing splines. The asymptotic rates of the supremum norm of the difference between these two estimators over compact subsets of the interior and over the entire interval are established. It is shown that a P-spline and a smoothing spline are asymptotically equivalent provided that the number of knots of the P-spline is large enough, and the two estimators have the same equivalent kernels for both interior points and boundary points.

Citation

Download Citation

Xiao Wang. Jinglai Shen. David Ruppert. "On the asymptotics of penalized spline smoothing." Electron. J. Statist. 5 1 - 17, 2011. https://doi.org/10.1214/10-EJS593

Information

Published: 2011
First available in Project Euclid: 14 January 2011

zbMATH: 1274.65012
MathSciNet: MR2763795
Digital Object Identifier: 10.1214/10-EJS593

Subjects:
Primary: 62G08, 62G20
Secondary: 62G05

Rights: Copyright © 2011 The Institute of Mathematical Statistics and the Bernoulli Society

JOURNAL ARTICLE
17 PAGES


SHARE
Back to Top