Fiducial Theory for Free-Knot Splines
- Cite this paper as:
- Sonderegger D., Hannig J. (2014) Fiducial Theory for Free-Knot Splines. In: Lahiri S., Schick A., SenGupta A., Sriram T. (eds) Contemporary Developments in Statistical Theory. Springer Proceedings in Mathematics & Statistics, vol 68. Springer, Cham
We construct the fiducial model for free-knot splines and derive sufficient conditions to show asymptotic consistency of a multivariate fiducial estimator. We show that splines of degree four and higher satisfy those conditions and conduct a simulation study to evaluate quality of the fiducial estimates compared to the competing Bayesian solution. The fiducial confidence intervals achieve the desired confidence level while tending to be shorter than the corresponding Bayesian credible interval using the reference prior. AMS 2000 subject classifications: Primary 62F99, 62G08; secondary 62P10.