STATISTICS SEMINAR

SPEAKER:

W. John Braun,

Department of Statistics and Actuarial Science

University of Western Ontario

TITLE:

Kernel Spline Regression

ABSTRACT:

In this talk, a method of combining spline regression and kernel smoothing is proposed. A simulation study shows that the resulting curve estimators can succeed in capturing the main features of the true curve more effectively than local polynomial regression when the curvature rapidly changes. Kernel splines also exhibit somewhat less sensitivity to choice of bandwidth than local polynomial regression. In many situations, the knots can be chosen manually with some ease. This is an advantage over variable bandwidth and variable order approaches in kernel polynomial regression which cannot be handled quite as easily. When automatic knot selection is required, the knot deletion method is available. A direct-plug-in bandwidth selector is available as well. Several illustrative examples will also be presented.

About the Speaker

W. John Braun is originally from Winnipeg. He did his doctoral work at the University of Western Ontario under the direction of Prof. Reg Kulperger. After his graduation in 1992, He took up a position at the University of Winnipeg. In 2000, He moved back to the University of Western Ontario. His doctoral thesis and much of his early research were in the area of interacting particle processes. Subsequently he did work in other types of random processes and looked into resampling point processes and other dependent data. Recently he has started looking at methods for curve estimation and retated topics. Prof. Braun is also very active in the Statistical Society of Canada and is currently on the Executive committee with special responsibility for Public Relations as well as chairing two other SSC committees.

References

• T. J. Hastie and C. Loader (1993) Local Regression: Automatic Kernel Carpentry (with Discussion). Statistical Science 8, 120-143

Department of Mathematics and Statistics

Graduate Program in Statistics

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Last updated on January 8, 2002