Arbeitspapier
A unified framework for spline estimators
This article develops a unified framework to study the (asymptotic) properties of (periodic) spline based estimators, that is of regression, penalized and smoothing splines. We obtain an explicit form of the Demmler-Reinsch basis of general degree in terms of exponential splines and corresponding eigenvalues by applying Fourier techniques to periodic smoothers. This allows to derive exact expressions for the equivalent kernels of all spline estimators and get insights into the local and global asymptotic behavior of these estimators.
- Language
-
Englisch
- Bibliographic citation
-
Series: Discussion Papers ; No. 130
- Classification
-
Wirtschaft
- Subject
-
B-splines
Equivalent kernels
Euler-Frobenius polynomials
Exponential splines
Demmler-Reinsch basis
- Event
-
Geistige Schöpfung
- (who)
-
Schwarz, Katsiaryna
Krivobokova, Tatyana
- Event
-
Veröffentlichung
- (who)
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Georg-August-Universität Göttingen, Courant Research Centre - Poverty, Equity and Growth (CRC-PEG)
- (where)
-
Göttingen
- (when)
-
2012
- Handle
- Last update
-
10.03.2025, 11:42 AM CET
Data provider
This object is provided by:
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Schwarz, Katsiaryna
- Krivobokova, Tatyana
- Georg-August-Universität Göttingen, Courant Research Centre - Poverty, Equity and Growth (CRC-PEG)
Time of origin
- 2012
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