Local asymptotics for regression splines and confidence regions

Authors
Zhou, S Shen, X Wolfe, DA
Citation
S. Zhou et al., Local asymptotics for regression splines and confidence regions, ANN STATIST, 26(5), 1998, pp. 1760-1782
Citations number
26
Categorie Soggetti
Mathematics
Journal title
ANNALS OF STATISTICS
ISSN journal
00905364 → ACNP
Volume
26
Issue
5
Year of publication
1998
Pages
1760 - 1782
Database
ISI
SICI code
0090-5364(199810)26:5<1760:LAFRSA>2.0.ZU;2-J
Abstract
In this paper, we study the local behavior of regression splines. In partic ular, explicit expressions for the asymptotic pointwise bias and variance o f regression splines are obtained. In addition, asymptotic normality for re gression splines is established, leading to the construction of approximate confidence intervals and confidence bands for the regression function.