A plug-in the number of knots selector for polynomial spline regression

作者：Ma Shujie^*

来源：Journal of Nonparametric Statistics, 2014, 26(3): 489-507.

DOI：10.1080/10485252.2014.930143

• nonparametric regression
• spline
• the number of interior knots
• plug-in
• asymptotic optimality

A plug-in the number of interior knots (NIKs) selector is proposed for polynomial spline estimation in nonparametric regression. The existence and properties of the optimal NIKs for spline regression are established by minimising the weighted mean integrated squared error. We obtain plug-in formulae for the optimal NIKs based on the theoretical results of asymptotic optimality, and develop strategies for choosing the NIKs of the spline estimator. The proposed NIKs selection method is tested on our simulated data with quite satisfactory performance, and is illustrated by analysing a fossil data set.

• 出版日期2014