Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149399 | Journal of Statistical Planning and Inference | 2010 | 13 Pages |
Abstract
We consider the estimation of a multiple regression model in which the coefficients change slowly in “time”, with “time” being an additional covariate. Under reasonable smoothness conditions, we prove the usual expected mean square error bounds for the smoothing spline estimators of the coefficient functions.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
P.P.B. Eggermont, R.L. Eubank, V.N. LaRiccia,