Abstract
In this paper, we study the local behavior of regression splines. In particular, explicit expressions for the asymptotic pointwise bias and variance of regression splines are obtained. In addition, asymptotic normality for regression splines is established, leading to the construction of approximate confidence intervals and confidence bands for the regression function.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 1760-1782 |
| Number of pages | 23 |
| Journal | Annals of Statistics |
| Volume | 26 |
| Issue number | 5 |
| DOIs | |
| State | Published - Oct 1998 |
| Externally published | Yes |
Keywords
- Asymptotic bias
- Asymptotic normality
- Asymptotic variance
- Bernoulli polynomial
- Confidence interval and confidence band
- Least squares
- Regression splines