A unified framework for spline estimators

Katsiaryna Schwarz and Tatyana Krivobokova
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Katsiaryna Schwarz: Georg-August-University Göttingen
Tatyana Krivobokova: Georg-August-University Göttingen

No 130, Courant Research Centre: Poverty, Equity and Growth - Discussion Papers from Courant Research Centre PEG

Abstract: This article develops a unified framework to study the (asymptotic) properties of (periodic) spline based estimators, that is of regression, penalized and smoothing splines. We obtain an explicit form of the Demmler-Reinsch basis of general degree in terms of exponential splines and corresponding eigenvalues by applying Fourier techniques to periodic smoothers. This allows to derive exact expressions for the equivalent kernels of all spline estimators and get insights into the local and global asymptotic behavior of these estimators.

Keywords: B-splines; Equivalent kernels; Euler-Frobenius polynomials; Exponential splines; Demmler-Reinsch basis (search for similar items in EconPapers)
Date: 2012-11-20
New Economics Papers: this item is included in nep-ecm and nep-ets
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Persistent link: https://EconPapers.repec.org/RePEc:got:gotcrc:130

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