On derivative estimation in spline regression

Citation
Sg. Zhou et Da. Wolfe, On derivative estimation in spline regression, STAT SINICA, 10(1), 2000, pp. 93-108
Citations number
21
Categorie Soggetti
Mathematics
Journal title
STATISTICA SINICA
ISSN journal
10170405 → ACNP
Volume
10
Issue
1
Year of publication
2000
Pages
93 - 108
Database
ISI
SICI code
1017-0405(200001)10:1<93:ODEISR>2.0.ZU;2-1
Abstract
We consider the problem of estimating the derivatives of a regression funct ion by the corresponding derivatives of regression splines. Unlike kernel s moothers, these spline derivative estimators do not have boundary problems. In addition, they have simple expressions and are easy to compute. In this paper, me study the local asymptotic properties of these derivative estima tors. Under regularity conditions, the asymptotic bias and variance of thes e estimators are derived, and asymptotic normality is established. Furtherm ore, we extend the results to random designs and heteroscedastic errors.