Estimation of noisy cubic spline using a natural basis
classification
🧮 math.ST
stat.TH
keywords
cubicsplinebasisnaturalnoisyanalysechoiceclassical
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We define a new basis of cubic splines such that the coordinates of a natural cubic spline are sparse. We use it to analyse and to extend the classical Schoenberg and Reinsch result and to estimate a noisy cubic spline. We also discuss the choice of the smoothing parameter. All our results are illustrated graphically.
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