Local roughness penalties for regression splines
- Hervé Cardot
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This paper introduces a new nonparametric estimator of the regression based on penalized regression splines. Local roughness penalties that rely on local support properties of B-splines are introduced in order to deal with the spatial heterogeneity of the function to be estimated. This estimator is shown to attain optimal rates of convergence. Then its good performances are confirmed on a simulation study.
- Local roughness penalties for regression splines
Volume 17, Issue 1 , pp 89-102
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- Keywords: Local roughness penalites, Spatially adaptive estimators, Regression Splines, Convergence.
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- Hervé Cardot (A1)
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- A1. Unité Biométrie et Intelligence Artificielle, INRA Toulouse, BP 27, 31326, Castanet-Tolosan, decex, France, E-mail: Herve.Cardot@toulouse.inra.fr, FR