Boundary corrected cubic smoothing splines
- 1 September 2001
- journal article
- research article
- Published by Taylor & Francis in Journal of Statistical Computation and Simulation
- Vol. 70 (2) , 107-121
- https://doi.org/10.1080/00949650108812111
Abstract
Smoothing splines are known to exhibit a type of boundary bias that can reduce their estimation efficiency. In this paper, a boundary corrected cubic smoothing spline is developed in a way that produces a uniformly fourth order estimator. The resulting estimator can be calculated efficiently using an O(n) algorithm that is designed for the computation of fitted values and associated smoothing parameter selection criteria. A simulation study shows that use of the boundary corrected estimator can improve estimation efficiency in finite samples. Applications to the construction of asymptotically valid pointwise confidence intervals are also investigated .Keywords
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