Mean quadratic error of an estimate of splines of first order in a model of linear regression |
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Authors: | M. Yu. Petunina |
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Affiliation: | (1) Institute of Mathematics, Academy of Sciences of Ukrainian SSR, Kiev |
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Abstract: | We study the mean quadratic error of an estimate of splines of the first order, which is obtained by the method of least squares under the assumption that the data represents a superposition of proper values of a spline and a white noise. A quantitative formula for the quadratic mean error is found and its asymptotics is investigated.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 49, No. 3, pp. 429–432, March, 1991. |
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