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Local asymptotics for regression splines and confidence regions. (English) Zbl 0929.62052
Summary: We study the local behavior of regression splines. In particular, explicit expressions for the asymptotic pointwise bias and variance of regression splines are obtained. In addition, asymptotic normality for regression splines is established, leading to the construction of approximate confidence intervals and confidence bands for the regression function.

MSC:
62G08 Nonparametric regression and quantile regression
62G15 Nonparametric tolerance and confidence regions
62G20 Asymptotic properties of nonparametric inference
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[27] COLUMBUS, OHIO 43210-1247 OHIO STATE UNIVERSITY E-MAIL: zhou@stat.ohio-state.edu COLUMBUS, OHIO 43210-1247
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