A note on mse coverage intervals in a partial spline model |
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| Authors: | Jyh-Jen Horng Shiau |
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| Affiliation: | Department of Statistics , University of Missouri-Columbia , |
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| Abstract: | A partial spline model is used to estimate an unknown function which is smooth except for some break points. Assuming the break points are known, a Generalized Cross-Validated smoothing spline estimation method is proposed. Some interval estimation methods for the magnitude of the discontinuities based on the mean square error are introduced and investigated. |
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| Keywords: | Smoothing Splines reproducing kernel Hilbert space partial splines MSE coverage interval discontinuities Generalized Cross-Validation method |
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