ITEM METADATA RECORD
Title: Simultaneous confidence bands for penalized spline estimators
Authors: Krivobokova, Tatyana ×
Kneib, Thomas
Claeskens, Gerda #
Issue Date: Jun-2010
Publisher: American Statistical Association
Series Title: Journal of the American Statistical Association vol:105 issue:490 pages:852-863
Abstract: In this article we construct simultaneous confidence bands for a smooth curve using penalized spline estimators. We consider three types of estimation methods: (a) as a standard (fixed effect) nonparametric model, (b) using the mixed-model framework with the spline coefficients as random effects, and (c) a full Bayesian approach. The volume-of-tube formula is applied for the first two methods and compared with Bayesian simultaneous confidence bands from a frequentist perspective. We show that the mixed-model formulation of penalized splines can help obtain, at least approximately, confidence bands with either Bayesian or frequentist properties. Simulations and data analysis support the proposed methods. The R package ConfBands accompanies the article.
ISSN: 0162-1459
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Center for Operations Research and Business Statistics (ORSTAT), Leuven
× corresponding author
# (joint) last author

Files in This Item:
File Description Status SizeFormat
simultaneousconfidence.pdf Published 623KbAdobe PDFView/Open Request a copy

These files are only available to some KU Leuven Association staff members

 




All items in Lirias are protected by copyright, with all rights reserved.

© Web of science