The Annals of Statistics
- Ann. Statist.
- Volume 25, Number 1 (1997), 387-413.
Locally adaptive regression splines
Least squares penalized regression estimates with total variation penalties are considered. It is shown that these estimators are least squares splines with locally data adaptive placed knot points. The definition of these variable knot splines as minimizers of global functionals can be used to study their asymptotic properties. In particular, these results imply that the estimates adapt well to spatially inhomogeneous smoothness. We show rates of convergence in bounded variation function classes and discuss pointwise limiting distributions. An iterative algorithm based on stepwise addition and deletion of knot points is proposed and its consistency proved.
Ann. Statist., Volume 25, Number 1 (1997), 387-413.
First available in Project Euclid: 10 October 2002
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 62G07: Density estimation
Secondary: 62G20: Asymptotic properties 62G30: Order statistics; empirical distribution functions
Mammen, Enno; van de Geer, Sara. Locally adaptive regression splines. Ann. Statist. 25 (1997), no. 1, 387--413. doi:10.1214/aos/1034276635. https://projecteuclid.org/euclid.aos/1034276635