Uniform error bounds for smoothing splines

DOI10.1214/074921706000000879MaRDI QIDQ3592319zbMATH OpenOpenAlexFDO

Authors Paul P. B. Eggermont, Vincent N. La Riccia

Publication date 12 September 2007

Published in High Dimensional Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0612776

zbMATH Keywords

equivalent kernelsrandom designsspline smoothing

Mathematics Subject Classification ID

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

Abstract: Almost sure bounds are established on the uniform error of smoothing spline estimators in nonparametric regression with random designs. Some results of Einmahl and Mason (2005) are used to derive uniform error bounds for the approximation of the spline smoother by an ``equivalent reproducing kernel regression estimator, as well as for proving uniform error bounds on the reproducing kernel regression estimator itself, uniformly in the smoothing parameter over a wide range. This admits data-driven choices of the smoothing parameter.

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Cited in

(12)

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