Summary
For regression functions on [0, 1] with bounded fourth derivatives, a complete cubic spline estimate is proposed and shown to have an asymptotically optimal error rate among all estimates. The error is measured by the supremum norm.
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Fabian, V. Complete cubic spline estimation of non-parametric regression functions. Probab. Th. Rel. Fields 85, 57–64 (1990). https://doi.org/10.1007/BF01377628
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DOI: https://doi.org/10.1007/BF01377628
Keywords
- Error Rate
- Stochastic Process
- Probability Theory
- Mathematical Biology
- Regression Function