scientific article; zbMATH DE number 932629
From MaRDI portal
Publication:4894937
zbMath0854.62044MaRDI QIDQ4894937
Publication date: 19 January 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
simulationsmoothing splineKullback-Leibler distancesmoothing parameternon-Gaussian dataGACVgeneralized cross validation procedureleaving-out-one functionpenalized log likelihood regression
Related Items (27)
Influence diagnostics for robust P-splines using scale mixture of normal distributions ⋮ Regression models for functional data by reproducing kernel Hilbert spaces methods ⋮ Prediction Error Estimation Under Bregman Divergence for Non‐Parametric Regression and Classification ⋮ Multivariate Bernoulli distribution ⋮ \(M\)-type smoothing spline ANOVA for correlated data ⋮ Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components ⋮ Whiteness-based parameter selection for Poisson data in variational image processing ⋮ Penalized empirical likelihood estimation of semiparametric models ⋮ A comparative study of nonparametric estimation in Weibull regression: a penalized likelihood approach ⋮ Non-crossing quantile regression via doubly penalized kernel machine ⋮ Semiparametric analysis for case-control studies: a partial smoothing spline approach ⋮ GACV for quantile smoothing splines ⋮ Shrinkage tuning parameter selection in precision matrices estimation ⋮ Doubly penalized likelihood estimator in heteroscedastic regression ⋮ Model diagnostics for smoothing spline ANOVA models ⋮ Nonlinear GCV and quasi-GCV for shrinkage models ⋮ Encoding dissimilarity data for statistical model building ⋮ Penalized likelihood regression: General formulation and efficient approximation ⋮ A computationally fast alternative to cross-validation in penalized Gaussian graphical models ⋮ Robust penalized logistic regression with truncated loss functions ⋮ Distributed Generalized Cross-Validation for Divide-and-Conquer Kernel Ridge Regression and Its Asymptotic Optimality ⋮ Selecting the tuning parameter in penalized Gaussian graphical models ⋮ Smoothing spline ANOVA models for large data sets with Bernoulli observations and the randomized GACV. ⋮ On Poisson signal estimation under Kullback-Leibler discrepancy and squared risk ⋮ Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors ⋮ Influence on smoothness in penalized likelihood regression for binary data ⋮ Masked unbiased principles for parameter selection in variational image restoration under Poisson noise
This page was built for publication: