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Penalized spline methods are popular for functional data analysis but their asymptotic properties have not been developed. We present a theoretic study of the L2 and uniform convergence of penalized… Click to show full abstract
Penalized spline methods are popular for functional data analysis but their asymptotic properties have not been developed. We present a theoretic study of the L2 and uniform convergence of penalized spline estimators for estimating the mean and covariance functions for functional data under general settings. The established convergence rates for the mean function estimation are mini-max rate optimal and the rates for the covariance function estimation are comparable to those using other smoothing methods.
Keywords:
properties penalized;
penalized splines;
splines functional;
asymptotic properties;
functional data
Journal Title: Bernoulli
Year Published: 2020
Link to full text (if available)
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Journal Title: Bernoulli
Year Published: 2020
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!