Derivation of equivalent kernel for general spline smoothing: A system approach

DOI10.2307/3318440MaRDI QIDQ1290381zbMATH OpenOpenAlexFDO

Authors Vadim Grinshtein, Felix P. Abramovich

Publication date 28 January 2001

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3318440

zbMATH Keywords

Green's functionL-smoothing splinevariable smoothing parameterWentzel-Kramers-Brillouin method

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Review text

Spline smoothing for estimating regression functions is considered. The authors extend results about equivalent kernels in two directions -- arbitrary design densities and variable smoothing parameters are included. It is shown that also in this more general case the equivalent kernels can be approximated by the Green functions of certain linear differential operators. A standard method, known as the Wentzel-Kramers-Brillouin method, for the systematic derivation of asymptotically equivalent kernels is proposed. Furthermore, the problem of finding equivalent kernels for general \(L\)-spline smoothing is considered.

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Cited in

(11)

• The asymptotic mean squared error of \(L\)-smoothing splines
• On the asymptotics of penalized spline smoothing
• Computational error bounds for Laplace transform inversion based on smoothing splines
• Variance reduction for kernel estimators in clustered/longitudinal data analysis
• Equivalent kernels for smoothing splines
• Comparisons between simultaneous and componentwise splines for varying coefficient models
• Locally optimal adaptive smoothing splines
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