Local asymptotics for regression splines and confidence regions
From MaRDI portal
(Redirected from Publication:1807161)
Recommendations
- Local asymptotics for polynomial spline regression
- Local asymptotics for nonparametric quantile regression with regression splines
- Local and global asymptotic inference in smoothing spline models
- Local asymptotic behavior of regression splines for marginal semiparametric models with longitudinal data
- Non-asymptotic confidence regions for regularized linear regression estimates
- Local asymptotics for quantile smoothing splines
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)- Numerical discretization-based estimation methods for ordinary differential equation models via penalized spline smoothing with applications in biomedical research
- Statistical inference in sparse high-dimensional additive models
- Partially linear single index models for repeated measurements
- A plug-in the number of knots selector for polynomial spline regression
- Simultaneous confidence bands for time-series prediction function
- Semiparametric regression during 2003--2007
- Asymptotic global confidence regions in parametric shape estimation problems
- Simultaneous estimation of quantile regression functions using B-splines and total variation penalty
- Testing the monotonicity or convexity of a function using regression splines
- Free-Knot Spline Smoothing for Functional Data
- \(M\)-type penalized splines with auxiliary scale estimation
- Reconstruction of a directed acyclic graph with intervention
- Functional additive regression
- Asymptotics and smoothing parameter selection for penalized spline regression with various loss functions
- Estimation and inference in functional single-index models
- Group selection in high-dimensional partially linear additive models
- Constrained penalized splines
- Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension
- Sparse additive ordinary differential equations for dynamic gene regulatory network modeling
- Local asymptotic behavior of regression splines for marginal semiparametric models with longitudinal data
- Free-Knot Polynomial Splines with Confidence Intervals
- Functional principal component analysis of spatiotemporal point processes with applications in disease surveillance
- Local asymptotics for polynomial spline regression
- Robust estimation with a modified Huber's loss for partial functional linear models based on splines
- Model-free sure screening via maximum correlation
- Efficient estimation of varying coefficient seemly unrelated regression model
- Simultaneous inference for the mean function based on dense functional data
- Modelling time trend via spline confidence band
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Spline estimator for ultra-high dimensional partially linear varying coefficient models
- Ultrahigh dimensional single index model estimation via refitted cross-validation
- Penalized spline estimation in the partially linear model
- Projected spline estimation of the nonparametric function in high-dimensional partially linear models for massive data
- Spline confidence bands for variance functions
- scientific article; zbMATH DE number 7370581 (Why is no real title available?)
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Riesz estimators
- Regularisation and P-splines in generalised linear models
- Two stage smoothing in additive models with missing covariates
- On constrained and regularized high-dimensional regression
- A simultaneous confidence band for dense longitudinal regression
- Parameter estimation of ODE's via nonparametric estimators
- Restricted profile estimation for partially linear models with large-dimensional covariates
- Rank reduction for high-dimensional generalized additive models
- Cluster analysis of longitudinal profiles with subgroups
- Extreme value inference for quantile regression with varying coefficients
- A novel partial-linear single-index model for time series data
- Simultaneous confidence bands for nonparametric regression with missing covariate data
- Robust group non-convex estimations for high-dimensional partially linear models
- Optimally weighted \(L^{2}\) distance for functional data
- Supremum norm posterior contraction and credible sets for nonparametric multivariate regression
- Spline confidence bands for functional derivatives
- Spatially adaptive splines for statistical linear inverse problems
- High dimensional single index models
- Oracally efficient estimation for dense functional data with holiday effects
- On splines approximation for sliced average variance estimation
- Additive models for extremal quantile regression with Pareto-type distributions
- Subgroup analysis for longitudinal data via semiparametric additive mixed effects model
- Solving Euler equations via two-stage nonparametric penalized splines
- Asymptotic properties of penalized splines for functional data
- Change-point estimation using shape-restricted regression splines
- Joint model for survival and multivariate sparse functional data with application to a study of Alzheimer's Disease
- Simultaneous confidence bands for extremal quantile regression with splines
- On spline approximation of sliced inverse regression
- Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations
- Convolutional autoregressive models for functional time series
- Estimation of semivarying coefficient time series models with ARMA errors
- Additive regression splines with total variation and non negative garrote penalties
- A lack-of-fit test for generalized linear models via single-index techniques
- On the semi-varying coefficient dynamic panel data model with autocorrelated errors
- Calibration using constrained smoothing with applications to mass spectrometry data
- B-Spline Estimation in a Survey Sampling Framework
- Two-stage receiver operating-characteristic curve estimator for cohort studies
- Componentwise B-spline estimation for varying coefficient models with longitudinal data
- Bayesian analysis of mixed-effect regression models driven by ordinary differential equations
- 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
- Varying coefficient partially functional linear regression models
- Weighted quantile regression in varying-coefficient model with longitudinal data
- Ultrahigh dimensional feature screening for additive model with multivariate response
- Semiparametric nonlinear regression for detecting gene and environment interactions
- Direct determination of smoothing parameter for penalized spline regression
- Simultaneous inference of the mean of functional time series
- Estimation and inference in generalized additive coefficient models for nonlinear interactions with high-dimensional covariates
- Confidence bands for line of spline regression
- New efficient spline estimation for varying-coefficient models with two-step knot number selection
- Empirical likelihood for nonparametric models under linear process errors
- A nonparametric time-varying coefficient model for panel count data
- Spline adaptation to smoothness
- Asymptotics of bivariate penalised splines
- Asymptotics of the Nonâparametric Function for Bâsplinesâbased Estimation in Partially Linear Models
- Two-step spline estimating equations for generalized additive partially linear models with large cluster sizes
- Fast and efficient nested simulation for large variable annuity portfolios: a surrogate modeling approach
- 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
- Time-varying correlation structure estimation and local-feature detection for spatio-temporal data
- Group Network Hawkes Process
- Asymptotics for penalized spline estimators in quantile regression
- Locally efficient semiparametric estimators for proportional hazards models with measurement error
This page was built for publication: Local asymptotics for regression splines and confidence regions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1807161)
