Local Asymptotics for Regression Splines and Confidence Regions
Open Access
- 1 October 1998
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 26 (5) , 1760-1782
- https://doi.org/10.1214/aos/1024691356
Abstract
In this paper, we study the local behavior of regression splines. In particular, explicit expressions for the asymptotic pointwise bias and variance of regression splines are obtained. In addition, asymptotic normality for regression splines is established, leading to the construction of approximate confidence intervals and confidence bands for the regression function.Keywords
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