Semiparametric Penalized Spline Regression

MaRDI QIDQ5408905zbMATH OpenFDO

Authors Takuma Yoshida, Kanta Naito

Publication date 11 April 2014

Full work available at URL https://arxiv.org/abs/1202.3483

zbMATH Keywords

asymptotic theoryB-splinebias reductionparametric modelpenalized splinesemiparametric regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Abstract: In this paper, we propose a new semiparametric regression estimator by using a hybrid technique of a parametric approach and a nonparametric penalized spline method. The overall shape of the true regression function is captured by the parametric part, while its residual is consistently estimated by the nonparametric part. Asymptotic theory for the proposed semiparametric estimator is developed, showing that its behavior is dependent on the asymptotics for the nonparametric penalized spline estimator as well as on the discrepancy between the true regression function and the parametric part. As a naturally associated application of asymptotics, some criteria for the selection of parametric models are addressed. Numerical experiments show that the proposed estimator performs better than the existing kernel-based semiparametric estimator and the fully nonparametric estimator, and that the proposed criteria work well for choosing a reasonable parametric model.

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Cited in

(15)

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• Regularized Semiparametric Model Identification with Application to Nuclear Magnetic Resonance Signal Quantification with Unknown Macromolecular Base-Line
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• Semiparametric regression models with additive nonparametric components and high dimensional parametric components
• Constrained Partial Linear Regression Splines
• scientific article; zbMATH DE number 7563917 (Why is no real title available?)
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• Semiparametric regression with shape-constrained penalized splines
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