Chen, Haiqiang; Fang, Ying; Li, Yingxing - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2013
a nonparametric estimation method using penalized splines, which achieves the same optimal convergence rate as kernel …-based methods, but enjoys computation advantages. Utilizing the mixed model representation of penalized splines, we develop a …