English

Strong noise estimation in cubic splines

Statistics Theory 2014-06-09 v1 Statistics Theory

Abstract

The data (yi,xi)(y_i,x_i)\in R×[a,b]\textbf{R}\times[a,b], i=1,,ni=1,\ldots,n satisfy yi=s(xi)+eiy_i=s(x_i)+e_i where ss belongs to the set of cubic splines. The unknown noises (ei)(e_i) are such that var(eI)=1var(e_I)=1 for some I{1,,n}I\in \{1, \ldots, n\} and var(ei)=σ2var(e_i)=\sigma^2 for iIi\neq I. We suppose that the most important noise is eIe_I, i.e. the ratio rI=1σ2r_I=\frac{1}{\sigma^2} is larger than one. If the ratio rIr_I is large, then we show, for all smoothing parameter, that the penalized least squares estimator of the BB-spline basis recovers exactly the position II and the sign of the most important noise eIe_I.

Cite

@article{arxiv.1406.1629,
  title  = {Strong noise estimation in cubic splines},
  author = {Azzouz Dermoune and Aziz El Kaabouchi},
  journal= {arXiv preprint arXiv:1406.1629},
  year   = {2014}
}

Comments

9 pages, 10 figures

R2 v1 2026-06-22T04:32:26.586Z