Free knot polynomial spline confidence intervals.

Format:

Book

Thesis/Dissertation

Author/Creator:

Mao, Wenxin.

Contributor:

Brown, Lawrence D., advisor.

University of Pennsylvania.

Language:

English

Subjects (All):

Statistics.

0463.

Penn dissertations--Statistics.

Statistics--Penn dissertations.

Penn dissertations--Managerial science and applied economics.

Managerial science and applied economics--Penn dissertations.

Local Subjects:

Penn dissertations--Statistics.

Statistics--Penn dissertations.

Penn dissertations--Managerial science and applied economics.

Managerial science and applied economics--Penn dissertations.

0463.

Physical Description:

60 pages

Contained In:

Dissertation Abstracts International 61-06B.

System Details:

Mode of access: World Wide Web.

text file

Summary:

Confidence intervals and point estimation for a regression function based on polynomial splines with free knot locations are proposed. We choose the number of knots by the GCV criteria. The estimate of knot locations and coefficients are obtained through a nonlinear least square solution that corresponds to the maximum likelihood estimate. Confidence intervals are then constructed based on the asymptotic distribution of the MLE. Average coverage probabilities and accuracy of the estimate are examined via simulation. This method seems to work well for smooth as well as unsmooth (discontinuous) underlying functions. It also performs well for small sample sizes. We apply the method to study the productivity of US banks. The corresponding analysis supports certain research hypotheses concerning the effect of federal policy on banking efficiency.

Notes:

Thesis (Ph.D. in Statistics) -- University of Pennsylvania, 2000.

Source: Dissertation Abstracts International, Volume: 61-06, Section: B, page: 3122.

Supervisor: Lawrence D. Brown.

Local Notes:

School code: 0175.

ISBN:

9780599821675

Access Restriction:

Restricted for use by site license.