A note on mse coverage intervals in a partial spline model

Abstract

A partial spline model is used to estimate an unknown function which is smooth except for some break points. Assuming the break points are known, a Generalized Cross-Validated smoothing spline estimation method is proposed. Some interval estimation methods for the magnitude of the discontinuities based on the mean square error are introduced and investigated.

Keywords:

• Smoothing Splines
• reproducing kernel Hilbert space
• partial splines
• MSE coverage interval
• discontinuities
• Generalized Cross-Validation method