Local asymptotics for regression splines and confidence regions
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Cites work
- scientific article; zbMATH DE number 3874417 (Why is no real title available?)
- scientific article; zbMATH DE number 3703310 (Why is no real title available?)
- scientific article; zbMATH DE number 503322 (Why is no real title available?)
- scientific article; zbMATH DE number 788248 (Why is no real title available?)
- scientific article; zbMATH DE number 819206 (Why is no real title available?)
- A practical guide to splines
- Additive regression and other nonparametric models
- Asymptotic integrated mean square error using least squares and bias minimizing splines
- Asymptotic properties of best đżâ[0,1] approximation by splines with variable knots
- Asymptotically optimal difference-based estimation of variance in nonparametric regression
- Hotelling's theorem on the volume of tubes: Some illustrations in simultaneous inference and data analysis
- Inverses of Band Matrices and Local Convergence of Spline Projections
- Local asymptotics for quantile smoothing splines
- Multivariate adaptive regression splines
- On calculating with B-splines
- On the rates of convergence of âminimum l1-normâ estimates in a partly linear model
- Optimal global rates of convergence for nonparametric regression
- Quantile smoothing splines
- Residual variance and residual pattern in nonlinear regression
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- The dimensionality reduction principle for generalized additive models
- The use of polynomial splines and their tensor products in multivariate function estimation. (With discussion)
Cited in
(only showing first 100 items - show all)- On constrained and regularized high-dimensional regression
- Uniform confidence bands for functions estimated nonparametrically with instrumental variables
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Optimally weighted \(L^{2}\) distance for functional data
- Efficient estimation of varying coefficient seemly unrelated regression model
- Simultaneous confidence bands for nonparametric regression with missing covariate data
- Spatially adaptive splines for statistical linear inverse problems
- Model-free sure screening via maximum correlation
- Group selection in high-dimensional partially linear additive models
- Partially linear single index models for repeated measurements
- Simultaneous inference of the mean of functional time series
- Estimation and inference in generalized additive coefficient models for nonlinear interactions with high-dimensional covariates
- Supremum norm posterior contraction and credible sets for nonparametric multivariate regression
- Asymptotics for polynomial spline regression under weak conditions.
- \(M\)-type penalized splines with auxiliary scale estimation
- Spline confidence bands for functional derivatives
- Functional Horseshoe Priors for Subspace Shrinkage
- Penalized spline estimation in the partially linear model
- Riesz estimators
- A jump-detecting procedure based on spline estimation
- Functional additive regression
- Local asymptotic behavior of regression splines for marginal semiparametric models with longitudinal data
- Statistical inference in sparse high-dimensional additive models
- Variable selection in nonparametric additive models
- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
- Modelling time trend via spline confidence band
- Confidence bands for line of spline regression
- Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models
- B-spline estimation for spatial data
- High dimensional single index models
- Nonparametric and high-dimensional functional graphical models
- A framework for estimation and inference in generalized additive models with shape and order restrictions
- Estimation for functional linear semiparametric model
- Simultaneous confidence bands for time-series prediction function
- Large Sample Properties of Partitioning-Based Series Estimators
- Sparse additive ordinary differential equations for dynamic gene regulatory network modeling
- Asymptotics of the Nonâparametric Function for Bâsplinesâbased Estimation in Partially Linear Models
- Local asymptotics for polynomial spline regression
- Numerical discretization-based estimation methods for ordinary differential equation models via penalized spline smoothing with applications in biomedical research
- Free-Knot Spline Smoothing for Functional Data
- Cluster analysis of longitudinal profiles with subgroups
- Oracally efficient estimation for dense functional data with holiday effects
- Constrained penalized splines
- Direct determination of smoothing parameter for penalized spline regression
- Convolutional autoregressive models for functional time series
- Estimation of semivarying coefficient time series models with ARMA errors
- Local asymptotics for nonparametric quantile regression with regression splines
- Polynomial spline estimation for partial functional linear regression models
- Parameter estimation for a generalized semiparametric model with repeated measurements
- Fixed and random effects selection in nonparametric additive mixed models
- Free-Knot Polynomial Splines with Confidence Intervals
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Simultaneous inference for the mean function based on dense functional data
- Error variance estimation in ultrahigh-dimensional additive models
- Asymptotics for penalized spline estimators in quantile regression
- Semiparametric regression during 2003--2007
- Two-step spline estimating equations for generalized additive partially linear models with large cluster sizes
- Varying Coefficient Regression Models: A Review and New Developments
- Regularisation and P-splines in generalised linear models
- Estimation and inference in functional single-index models
- Local and global asymptotic inference in smoothing spline models
- Non parametric derivative estimation with confidence bands
- Semiparametric nonlinear regression for detecting gene and environment interactions
- A novel partial-linear single-index model for time series data
- Functional principal component analysis of spatiotemporal point processes with applications in disease surveillance
- Simultaneous confidence bands for contrasts between several nonlinear regression curves
- Two-stage local M-estimation of additive models
- Spline confidence bands for variance functions
- Componentwise B-spline estimation for varying coefficient models with longitudinal data
- Sieve \(M\) inference on irregular parameters
- Varying coefficient partially functional linear regression models
- Parameter estimation of ODE's via nonparametric estimators
- Two-stage receiver operating-characteristic curve estimator for cohort studies
- Test for high dimensional partially linear models
- Local Asymptotics for B-Spline Estimators of the Varying Coefficient Model
- On spline approximation of sliced inverse regression
- Extreme value inference for quantile regression with varying coefficients
- Monotone spline-based least squares estimation for panel count data with informative observation times
- B-Spline Estimation in a Survey Sampling Framework
- A plug-in the number of knots selector for polynomial spline regression
- Quantile partially linear additive model for data with dropouts and an application to modeling cognitive decline
- Robust estimation of heterogeneous treatment effects using electronic health record data
- Nonparametric smoothing for extremal quantile regression with heavy tailed data
- Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension
- On the semi-varying coefficient dynamic panel data model with autocorrelated errors
- On splines approximation for sliced average variance estimation
- Bayesian analysis of mixed-effect regression models driven by ordinary differential equations
- Spline estimator for ultra-high dimensional partially linear varying coefficient models
- Ultrahigh dimensional feature screening for additive model with multivariate response
- Time-varying correlation structure estimation and local-feature detection for spatio-temporal data
- Joint model for survival and multivariate sparse functional data with application to a study of Alzheimer's Disease
- A simultaneous confidence band for dense longitudinal regression
- Asymptotics of bivariate penalised splines
- Bayesian two-step estimation in differential equation models
- Bayesian analysis in single-index quantile regression with missing observation
- Two-stage estimation and simultaneous confidence band in partially nonlinear additive model
- Testing the monotonicity or convexity of a function using regression splines
- Locally efficient semiparametric estimators for proportional hazards models with measurement error
- Empirical likelihood for nonparametric models under linear process errors
- Optimal subsampling for functional quantile regression
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