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Activity Number:
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360
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Type:
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Contributed
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Date/Time:
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Wednesday, August 6, 2008 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Nonparametric Statistics
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| Abstract - #301923 |
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Title:
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On the Asymptotics of Additive Penalized Splines
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Author(s):
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Yingxing Li*+ and David Ruppert
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Companies:
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Cornell University and Cornell University
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Address:
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, Ithaca, NY, ,
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Keywords:
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Asymptotics ; P-spline ; backfitting ; penalty
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Abstract:
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In this talk, we study the asymptotic property when the p-dimensional additive model is fitted by penalized splines. The penalty is placed on the differences of the coefficients and B-splines are used. The penalized spline estimators are shown to have the same asymptotic distribution as that of backfitting using Nadaraya-Watson kernel estimators. The optimal convergence rate depends mainly on the order of the penalty given the number of knots exceeds a minimum bound. The asymptotic bias and variance are computed. Penalized spline estimators are not design-adaptive.
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- The address information is for the authors that have a + after their name.
- Authors who are presenting talks have a * after their name.
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