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- W2017329892 abstract "We consider interaction splines which model a multivariate regression function $f$ as a constant plus the sum of functions of one variable (main effects), plus the sum of functions of two variables (two-factor interactions), and so on. The estimation of $f$ by the penalized least squares method and the asymptotic properties of the models are studied in this article. It is shown that, under some regularity conditions on the data points, the expected squared error averaged over the data points converges to zero at a rate of $O(N^{-2m/(2m + 1)})$ as the sample size $N rightarrow infty$ if the smoothing parameters are appropriately chosen, where $m$ is a measure of the assumed smoothness of $f.$" @default.
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- W2017329892 date "1991-12-01" @default.
- W2017329892 modified "2023-09-30" @default.
- W2017329892 title "Interaction Spline Models and Their Convergence Rates" @default.
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- W2017329892 doi "https://doi.org/10.1214/aos/1176348374" @default.
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