Asymptotics for penalized splines in generalized additive models

Takuma Yoshida; Kanta Naito

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arXiv · 1208.3920

Asymptotics for penalized splines in generalized additive models

Takuma Yoshida·Kanta Naito

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Abstract

This paper discusses asymptotic theory for penalized spline estimators in generalized additive models. The purpose of this paper is to establish the asymptotic bias and variance as well as the asymptotic normality of the penalized spline estimators proposed by Marx and Eilers (1998). Furthermore, the asymptotics for the penalized quasi likelihood fit in mixed models are also discussed.

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Takuma Yoshida, Kanta Naito. 2012-08-20. Asymptotics for penalized splines in generalized additive models. https://arxiv.org/abs/1208.3920

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