Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/90505 
Year of Publication: 
2012
Series/Report no.: 
Discussion Papers No. 130
Publisher: 
Georg-August-Universität Göttingen, Courant Research Centre - Poverty, Equity and Growth (CRC-PEG), Göttingen
Abstract: 
This article develops a unified framework to study the (asymptotic) properties of (periodic) spline based estimators, that is of regression, penalized and smoothing splines. We obtain an explicit form of the Demmler-Reinsch basis of general degree in terms of exponential splines and corresponding eigenvalues by applying Fourier techniques to periodic smoothers. This allows to derive exact expressions for the equivalent kernels of all spline estimators and get insights into the local and global asymptotic behavior of these estimators.
Subjects: 
B-splines
Equivalent kernels
Euler-Frobenius polynomials
Exponential splines
Demmler-Reinsch basis
Document Type: 
Working Paper

Files in This Item:
File
Size





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.