Naive Penalized Spline Estimators of Derivatives Achieve Optimal Rates of Convergence

Bright Antwi Boasiako; John Staudenmayer

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arXiv · 2208.10664

Naive Penalized Spline Estimators of Derivatives Achieve Optimal Rates of Convergence

Bright Antwi Boasiako·John Staudenmayer

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Abstract

This paper studies the asymptotic behavior of penalized spline estimates of derivatives. In particular, we show that simply differentiating the penalized spline estimator of the mean regression function itself to estimate the corresponding derivative achieves the optimal L2 rate of convergence.

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Bright Antwi Boasiako, John Staudenmayer. 2022-08-23. Naive Penalized Spline Estimators of Derivatives Achieve Optimal Rates of Convergence. https://arxiv.org/abs/2208.10664

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