Smoothing splines with varying smoothing parameter
具有变化平滑参数的平滑样条
This paper considers the development of spatially adaptive smoothing splines for the estimation of a regression function with nonhomogeneous smoothness across the domain. Two challenging issues arising in this context are the evaluation of the equivalent kernel and the determination of a local penalty. The penalty is a function of the design points in order to accommodate local behaviour of the regression function. We show that the spatially adaptive smoothing spline…