Local asymptotics for regression splines and confidence regions

DOI10.1214/AOS/1024691356zbMATH Open0929.62052OpenAlexW1994060226MaRDI QIDQ1807161FDOQ1807161

Authors: S. Zhou, Xiaotong Shen, Douglas A. Wolfe 

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1024691356

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zbMATH Keywords

asymptotic normalityconfidence intervalsleast squaresasymptotic varianceasymptotic biasBernoulli polynomialconfidence bandsregression splines

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15)

Cites Work

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Cited In (only showing first 100 items - show all)

• A plug-in the number of knots selector for polynomial spline regression
• Asymptotic global confidence regions in parametric shape estimation problems
• Testing the monotonicity or convexity of a function using regression splines
• Simultaneous estimation of quantile regression functions using B-splines and total variation penalty
• Asymptotics and smoothing parameter selection for penalized spline regression with various loss functions
• Reconstruction of a directed acyclic graph with intervention
• Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension
• Robust estimation with a modified Huber's loss for partial functional linear models based on splines
• Ultrahigh dimensional single index model estimation via refitted cross-validation
• Title not available (Why is that?)
• Spline estimator for ultra-high dimensional partially linear varying coefficient models
• Projected spline estimation of the nonparametric function in high-dimensional partially linear models for massive data
• A simultaneous confidence band for dense longitudinal regression
• Two stage smoothing in additive models with missing covariates
• Restricted profile estimation for partially linear models with large-dimensional covariates
• Extreme value inference for quantile regression with varying coefficients
• Rank reduction for high-dimensional generalized additive models
• Robust group non-convex estimations for high-dimensional partially linear models
• Subgroup analysis for longitudinal data via semiparametric additive mixed effects model
• On splines approximation for sliced average variance estimation
• Joint model for survival and multivariate sparse functional data with application to a study of Alzheimer's Disease
• Additive models for extremal quantile regression with Pareto-type distributions
• Asymptotic properties of penalized splines for functional data
• Solving Euler equations via two-stage nonparametric penalized splines
• Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations
• Change-point estimation using shape-restricted regression splines
• Simultaneous confidence bands for extremal quantile regression with splines
• Additive regression splines with total variation and non negative garrote penalties
• On spline approximation of sliced inverse regression
• A lack-of-fit test for generalized linear models via single-index techniques
• Calibration using constrained smoothing with applications to mass spectrometry data
• Two-stage receiver operating-characteristic curve estimator for cohort studies
• B-Spline Estimation in a Survey Sampling Framework
• On the semi-varying coefficient dynamic panel data model with autocorrelated errors
• Bayesian analysis of mixed-effect regression models driven by ordinary differential equations
• Ultrahigh dimensional feature screening for additive model with multivariate response
• Weighted quantile regression in varying-coefficient model with longitudinal data
• A nonparametric time-varying coefficient model for panel count data
• New efficient spline estimation for varying-coefficient models with two-step knot number selection
• Asymptotics of bivariate penalised splines
• Empirical likelihood for nonparametric models under linear process errors
• Spline adaptation to smoothness
• 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
• Group Network Hawkes Process
• Fast and efficient nested simulation for large variable annuity portfolios: a surrogate modeling approach
• Time-varying correlation structure estimation and local-feature detection for spatio-temporal data
• Locally efficient semiparametric estimators for proportional hazards models with measurement error
• On estimation of nonparametric regression models with autoregressive and moving average errors
• 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
• Optimal subsampling for functional quantile regression
• Asymptotically faster estimation of high-dimensional additive models using subspace learning
• Short‐term forecasting with a computationally efficient nonparametric transfer function model
• Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models
• Fast covariance estimation for multivariate sparse functional data
• Bayesian two-step estimation in differential equation models
• Inference in nonparametric series estimation with specification searches for the number of series terms
• A Sparse Random Projection-Based Test for Overall Qualitative Treatment Effects
• Nonparametric smoothing for extremal quantile regression with heavy tailed data
• Local Asymptotics for B-Spline Estimators of the Varying Coefficient Model
• Feature screening for ultrahigh-dimensional additive logistic models
• Test for high dimensional partially linear models
• Monotone spline-based least squares estimation for panel count data with informative observation times
• Spatially clustered varying coefficient model
• 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
• Partially linear single index models for repeated measurements
• Statistical inference in sparse high-dimensional additive models
• Simultaneous confidence bands for time-series prediction function
• Semiparametric regression during 2003--2007
• Free-Knot Spline Smoothing for Functional Data
• Estimation and inference in functional single-index models
• \(M\)-type penalized splines with auxiliary scale estimation
• Functional additive regression
• Sparse additive ordinary differential equations for dynamic gene regulatory network modeling
• Constrained penalized splines
• Free-Knot Polynomial Splines with Confidence Intervals
• Functional principal component analysis of spatiotemporal point processes with applications in disease surveillance
• Group selection in high-dimensional partially linear additive models
• Local asymptotic behavior of regression splines for marginal semiparametric models with longitudinal data
• Local asymptotics for polynomial spline regression
• Model-free sure screening via maximum correlation
• Simultaneous inference for the mean function based on dense functional data
• Spline confidence bands for variance functions
• Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
• Efficient estimation of varying coefficient seemly unrelated regression model
• Penalized spline estimation in the partially linear model
• Modelling time trend via spline confidence band
• Efficient estimation of a semiparametric partially linear varying coefficient model
• Regularisation and P-splines in generalised linear models
• Riesz estimators
• Parameter estimation of ODE's via nonparametric estimators
• On constrained and regularized high-dimensional regression
• Cluster analysis of longitudinal profiles with subgroups
• A novel partial-linear single-index model for time series data
• Optimally weighted \(L^{2}\) distance for functional data

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