Locally adaptive regression splines

Least squares penalized regression estimates with total variation penalties are considered. It is shown that these estimators are least squares splines with locally data adaptive placed knot points. The definition of these variable knot splines as minimizers of global functionals can be used to stud...

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Hauptverfasser: Mammen, Enno (VerfasserIn) , Geer, Sara van de (VerfasserIn)
Dokumenttyp: Article (Journal)
Sprache:Englisch
Veröffentlicht: 1997
In: The annals of statistics
Year: 1997, Jahrgang: 25, Heft: 1, Pages: 387-413
ISSN:2168-8966
DOI:10.1214/aos/1034276635
Online-Zugang:Verlag, Volltext: http://dx.doi.org/10.1214/aos/1034276635
Verlag, Volltext: https://projecteuclid.org/euclid.aos/1034276635
Verlag, Volltext: https://projecteuclid.org/download/pdf_1/euclid.aos/1034276635
Volltext
Verfasserangaben:Enno Mammen, Sara van de Geer

MARC

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520 |a Least squares penalized regression estimates with total variation penalties are considered. It is shown that these estimators are least squares splines with locally data adaptive placed knot points. The definition of these variable knot splines as minimizers of global functionals can be used to study their asymptotic properties. In particular, these results imply that the estimates adapt well to spatially inhomogeneous smoothness. We show rates of convergence in bounded variation function classes and discuss pointwise limiting distributions. An iterative algorithm based on stepwise addition and deletion of knot points is proposed and its consistency proved. 
650 4 |a local adaptivity 
650 4 |a Nonparametric curve estimation 
650 4 |a penalized least squares 
650 4 |a rates of convergence 
650 4 |a splines 
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