Local Asymptotics of P-splines

MaRDI QIDQ6230050zbMATH OpenFDO

Authors Luo Xiao, Yingxing Li, Tatiyana V. Apanasovich, David Ruppert

Publication date 3 January 2012

Abstract: This report studies local asymptotics of P-splines with $p$th degree B-splines and a $m$th order difference penalty. Earlier work with $p$ and $m$ restricted is extended to the general case. Asymptotically, penalized splines are kernel estimators with equivalent kernels depending on $m$, but not on $p$. A central limit theorem provides simple expressions for the asymptotic mean and variance. Provided it is fast enough, the divergence rate of the number of knots does not affect the asymptotic distribution. The optimal convergence rate of the penalty parameter is given.

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