Asymptotic properties of penalized spline estimators in concave extended linear models: Rates of convergence
凹扩展线性模型中惩罚样条估计量的渐近性质:收敛速率
This paper develops a general theory on rates of convergence of penalized spline estimators for function estimation when the likelihood functional is concave in candidate functions, where the likelihood is interpreted in a broad sense that includes conditional likelihood, quasi-likelihood and pseudo-likelihood. The theory allows all feasible combinations of the spline degree, the penalty order and the smoothness of the unknown functions. According to this theory, the…