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Free‐knot spline smoothing for functional data
Author(s) -
Gervini Daniel
Publication year - 2006
Publication title -
journal of the royal statistical society: series b (statistical methodology)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 6.523
H-Index - 137
eISSN - 1467-9868
pISSN - 1369-7412
DOI - 10.1111/j.1467-9868.2006.00561.x
Subject(s) - estimator , smoothing spline , knot (papermaking) , smoothing , spline (mechanical) , mathematics , nonparametric regression , statistics , engineering , structural engineering , chemical engineering , bilinear interpolation , spline interpolation
Summary.  The paper introduces free‐knot regression spline estimators for the mean and the variance components of a sample of curves. The asymptotic distribution of the mean estimator is derived, and asymptotic confidence bands are constructed. A comparative simulation study shows that free‐knot splines estimate salient features of the functions (such as sharp peaks) more accurately than smoothing splines. This adaptive behaviour is also illustrated by an analysis of weather data.

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