Geer, van de, Sara ; Mammen, Enno
In: The Annals of Statistics, 25 (1997), Nr. 1. pp. 387-413. ISSN 0090-5364
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Abstract
In this paper least squares penalized regression estimates withtotal variation penalities are considered. It is shown that theseestimators are least squares splines with locally data adaptive placed knotpoints. Algorithms and asymptotic properties are discussed.
| Document type: | Article |
|---|---|
| Journal or Publication Title: | The Annals of Statistics |
| Volume: | 25 |
| Number: | 1 |
| Publisher: | IMS Business Office |
| Place of Publication: | Hayward, California |
| Date Deposited: | 27 Jun 2016 14:51 |
| Date: | 1997 |
| ISSN: | 0090-5364 |
| Page Range: | pp. 387-413 |
| Faculties / Institutes: | The Faculty of Mathematics and Computer Science > Institut für Mathematik |
| DDC-classification: | 310 General statistics 510 Mathematics |
| Uncontrolled Keywords: | Nonparametric curve estimation; penalized least squares; splines; local adaptivity; rates of convergence |
| Series: | Beiträge zur Statistik > Beiträge |
