Asymptotics for penalised splines in generalised additive models

作者：Yoshida Takuma^*; Naito Kanta

来源：Journal of Nonparametric Statistics, 2014, 26(2): 269-289.

DOI：10.1080/10485252.2014.899360

• generalised additive model
• penalised spline
• asymptotic normality
• B-spline
• mixed model

This paper discusses asymptotic theory for penalised spline estimators in generalised additive models. The purpose of this paper is to establish the asymptotic bias and variance as well as the asymptotic normality of the ridge-corrected penalised spline estimator. Furthermore, the asymptotics for the penalised quasi-likelihood fit in mixed models are also discussed.

• 出版日期2014-4-3