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Abstract Details

Activity Number: 412
Type: Contributed
Date/Time: Tuesday, August 3, 2010 : 2:00 PM to 3:50 PM
Sponsor: IMS
Abstract - #306646
Title: Free Knots Splines for Generalized Regression
Author(s): Jing Wang*+
Companies: University of Illinois at Chicago
Address: 851 S Morgan St (MC 249), Chicago, IL, IL, 60607,
Keywords: spline ; free knots ; generalized regression ; confidence bands
Abstract:

All spline smoothing are defined on a spline space which is determined by the the knots number and exact locations. To further improve the performance of spline estimators, one need to detect significant changes locally to locate the knots. Free knot spline has been introduced to locate optimal knots for polynomial splines regression or density estimation. The paper will investigate the effects of free-knots spline in the setting of generalized regression. Its uniform behavior has been studied via confidence bands. Simulation shows satisfactory empirical coverage probabilities. The proposed procedure is also applied to real data.


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