Spline Smoothing in Regression Models and Asymptotic Efficiency in $L_2$
Spline Smoothing in Regression Models and Asymptotic Efficiency in $L_2$
For nonparametric regression estimation on a bounded interval, optimal rates of decrease for integrated mean square error are known but not the best possible constants. A sharp result on such a constant, i.e., an analog of Fisher's bound for asymptotic variances is obtained for minimax risk over a Sobolev smoothness …