Smoothing parameter selection in two frameworks for penalized splines
نویسندگان
چکیده
منابع مشابه
Smoothing parameter selection in two frameworks for penalized splines
There are two popular smoothing parameter selection methods for spline smoothing. First, smoothing parameters can be estimated minimizing criteria that approximate the average mean squared error of the regression function estimator. Second, the maximum likelihood paradigm can be employed, under the assumption that the regression function is a realization of some stochastic process. In this arti...
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Smoothing splines are a popular method for performing nonparametric regression. Most important in the implementation of this method is the choice of the smoothing parameter. This article provides a simulation study of several smoothing parameter selection methods, including two so{called risk estimation methods. To the best of the author's knowledge, the empirical performances of these two risk...
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ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
سال: 2013
ISSN: 1369-7412
DOI: 10.1111/rssb.12010