A unified framework for spline estimators

Katsiaryna Schwarz; Tatyana Krivobokova

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.

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Year of publication:	2012
Authors:	Schwarz, Katsiaryna ; Krivobokova, Tatyana
Publisher:	Göttingen : Courant Research Centre
Subject:	B-splines \| Equivalent kernels \| Euler-Frobenius polynomials \| Exponential splines \| Demmler-Reinsch basis \| Schätztheorie \| Estimation theory \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Zeitreihenanalyse \| Time series analysis