Miscellanea. On the optimal amount of smoothing in penalised spline regression

DOI10.1093/BIOMET/86.4.936zbMath0943.62034OpenAlexW2129003284MaRDI QIDQ4937282

Matthew P. Wand

Publication date: 10 September 2000

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/86.4.936

zbMATH Keywords

asymptotic approximationregression splineautomatic smoothing parameter selectionquick and simple smoothing parameter selection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Related Items (22)

A note on smoothing parameter selection for penalized spline smoothing ⋮ Penalized spline estimation in the partially linear model ⋮ Some Asymptotic Results on Generalized Penalized Spline Smoothing ⋮ Pointwise convergence in probability of general smoothing splines ⋮ Semiparametric modelling of multicategorical data ⋮ Optimal tuning parameter estimation in maximum penalized likelihood method ⋮ Comparative analysis for robust penalized spline smoothing methods ⋮ Single-index coefficient models for nonlinear time series ⋮ Determination of linear components in additive models ⋮ Penalized spline estimation for functional coefficient regression models ⋮ Smoothing and forecasting mortality rates ⋮ Robust penalized regression spline fitting with application to additive mixed modelling ⋮ Semiparametric Latent Variable Regression Models for Spatiotemporal Modelling of Mobile Source Particles in the Greater Boston Area ⋮ Smoothing a Time Series by Segments of the Data Range ⋮ Fast and Accurate Inference for the Smoothing Parameter in Semiparametric Models ⋮ A non-iterative optimization method for smoothness in penalized spline regression ⋮ Simultaneous estimation of linear conditional quantiles with penalized splines ⋮ Smoothing fertility trends in agricultural field experiments ⋮ Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data ⋮ Flexible smoothing with P-splines: a unified approach ⋮ Some theory for penalized spline generalized additive models ⋮ Flow field forecasting for univariate time series

This page was built for publication: Miscellanea. On the optimal amount of smoothing in penalised spline regression