Uniform error bounds for smoothing splines

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.