Article ID Journal Published Year Pages File Type
1149399 Journal of Statistical Planning and Inference 2010 13 Pages PDF
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.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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