Maximum penalized likelihood estimation. Volume II: Regression (Q1012708): Difference between revisions

This is the second volume of a text on the theory and practice of maximum penalized likelihood estimation, for Vol. I from 2001 see the review Zbl 0984.62026. The emphasis in this volume is on smoothing splines of arbitrary order, but other estimation methods (kernel, local and global polynomials) pass reviews as well. Smoothing splines and local polynomials are studied in the context of reproducing kernel Hilbert spaces. This approach leads to equivalent reproducing kernel estimators for spline estimators. Then, via uniform error bounds for kernel estimators, uniform error bounds for smoothing splines are derived. Furthermore, based on strong approximations for spline estimators, confidence bands for the unknown regression functions are given. The reason for studying smoothing splines of arbitrary order is their use for data analysis. For splines of arbitrary order, the Kalman filter is the most important method. The authors explain this method and discuss simulation results for smoothing splines and local and global polynomials for a variety of test problems as well as results on confidence bands for the unknown regression functions. The text is intended for graduate students in statistics, operation research and applied mathematics, as well as for researchers and practitioners in the field.