CONSTRAINED SMOOTHING SPLINES
约束平滑样条
We use smoothing splines to introduce prior information in nonparametric models. The type of information we consider is based on the belief that the regression curve is similar in shape to a parametric model. The resulting estimator is a convex sum of a fit to data and the parametric model, and it can be seen as shrinkage of the smoothing spline toward the parametric model. We analyze its rates of convergence and we provide some asymptotic distribution theory. Because the…