Title of article
Convergence rates for smoothing spline estimators in varying coefficient models
Author/Authors
Eggermont، نويسنده , , P.P.B. and Eubank، نويسنده , , R.L. and LaRiccia، نويسنده , , V.N.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2010
Pages
13
From page
369
To page
381
Abstract
We consider the estimation of a multiple regression model in which the coefficients change slowly in “time”, with “time” being an additional covariate. Under reasonable smoothness conditions, we prove the usual expected mean square error bounds for the smoothing spline estimators of the coefficient functions.
Keywords
Time-varying coefficient model , Convergence rates , spline smoothing , Reproducing kernel Hilbert space
Journal title
Journal of Statistical Planning and Inference
Serial Year
2010
Journal title
Journal of Statistical Planning and Inference
Record number
2220462
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