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Smoothing Spline ANOVA Models pp 319–350Cite as

Asymptotic Convergence

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Part of the book series: Springer Series in Statistics ((SSS,volume 297))

Abstract

In this chapter, we develop an asymptotic theory concerning the rates of convergence of penalized likelihood estimates to the target functions as the sample size goes to infinity. The rates are calculated in terms of problem-specific loss functions derived from the respective stochastic settings.

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  1. Department of Statistics, Purdue University, West Lafayette, IN, 47907, USA

    Chong Gu

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Gu, C. (2013). Asymptotic Convergence. In: Smoothing Spline ANOVA Models. Springer Series in Statistics, vol 297. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-5369-7_9

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