Locally adaptive regression splines

• Verfasst von: Mammen, Enno [VerfasserIn]
• Verfasst von: Geer, Sara van de [VerfasserIn]
• Titel: Locally adaptive regression splines
• Verf.angabe: Enno Mammen, Sara van de Geer
• Umfang: 27 S.
• Fussnoten: First available in Project Euclid: 10 October 2002 ; Gesehen am 15.02.2018
• Titel Quelle: Enthalten in: The annals of statistics
• Jahr Quelle: 1997
• Band/Heft Quelle: 25(1997), 1, S. 387-413
• ISSN Quelle: 2168-8966
• DOI: doi:10.1214/aos/1034276635
• Datenträger: Online-Ressource
• Sprache: eng
• K10plus-PPN: 1569866503

Abstract

Least squares penalized regression estimates with total variation penalties are considered. It is shown that these estimators are least squares splines with locally data adaptive placed knot points. The definition of these variable knot splines as minimizers of global functionals can be used to study their asymptotic properties. In particular, these results imply that the estimates adapt well to spatially inhomogeneous smoothness. We show rates of convergence in bounded variation function classes and discuss pointwise limiting distributions. An iterative algorithm based on stepwise addition and deletion of knot points is proposed and its consistency proved.