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 𝐿₂[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 “minimum l1-norm” 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)- Large Sample Properties of Partitioning-Based Series Estimators
- On estimation of nonparametric regression models with autoregressive and moving average errors
- Varying Coefficient Regression Models: A Review and New Developments
- Efficient estimation of Cox model with random change point
- Variable screening and selection for ultra-high dimensional additive quantile regression with missing data
- Two-stage estimation and simultaneous confidence band in partially nonlinear additive model
- Fixed and random effects selection in nonparametric additive mixed models
- B-spline estimation for spatial data
- Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models
- Optimal subsampling for functional quantile regression
- Short‐term forecasting with a computationally efficient nonparametric transfer function model
- Asymptotically faster estimation of high-dimensional additive models using subspace learning
- Asymptotics for polynomial spline regression under weak conditions.
- Bayesian two-step estimation in differential equation models
- Fast covariance estimation for multivariate sparse functional data
- Inference in nonparametric series estimation with specification searches for the number of series terms
- Functional Horseshoe Priors for Subspace Shrinkage
- A Sparse Random Projection-Based Test for Overall Qualitative Treatment Effects
- A jump-detecting procedure based on spline estimation
- Nonparametric smoothing for extremal quantile regression with heavy tailed data
- Local Asymptotics for B-Spline Estimators of the Varying Coefficient Model
- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
- Nonparametric and high-dimensional functional graphical models
- Two-stage local M-estimation of additive models
- Uniform confidence bands for functions estimated nonparametrically with instrumental variables
- Estimation for functional linear semiparametric model
- Feature screening for ultrahigh-dimensional additive logistic models
- Non parametric derivative estimation with confidence bands
- Error variance estimation in ultrahigh-dimensional additive models
- Monotone spline-based least squares estimation for panel count data with informative observation times
- Spatially clustered varying coefficient model
- Simultaneous confidence bands for contrasts between several nonlinear regression curves
- Test for high dimensional partially linear models
- Local and global asymptotic inference in smoothing spline models
- Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models
- A framework for estimation and inference in generalized additive models with shape and order restrictions
- Bayesian analysis in single-index quantile regression with missing observation
- Structure discovery and parametrically guided regression
- An improved tensor regression model via location smoothing
- Subgroup analysis for the functional linear model
- Sieve \(M\) inference on irregular parameters
- Variable selection in nonparametric additive models
- 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
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