Local roughness penalties for regression splines

Hervé Cardot ()
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Hervé Cardot: INRA Toulouse

Computational Statistics, 2002, vol. 17, issue 1, No 7, 89-102

Abstract: 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 penalties; Spatially adaptive estimators; Regression Splines; Convergence (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1007/s001800200092

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