Computational Statistics

, Volume 17, Issue 1, pp 89–102 | Cite as

Local roughness penalties for regression splines

  • Hervé Cardot

Summary

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.

Keywords: Local roughness penalites, Spatially adaptive estimators, Regression Splines, Convergence. 

Copyright information

© Physica-Verlag, Heidelberg 2002

Authors and Affiliations

  • Hervé Cardot
    • 1
  1. 1.Unité Biométrie et Intelligence Artificielle, INRA Toulouse, BP 27, 31326, Castanet-Tolosan, decex, France, E-mail: Herve.Cardot@toulouse.inra.frFR

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