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:收敛速度
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…