Diagnostics for penalized least-squares estimators (Q1083816)

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Diagnostics for penalized least-squares estimators
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    Diagnostics for penalized least-squares estimators (English)
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    1986
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    Diagnostic methods for a class of penalized least-squares estimators are derived from a Bayesian perspective. The class of estimators considered includes generalized ridge estimators, partial splines and thin plate smoothing splines. The proposed diagnostics include scaled residuals leverage values and various measures of influence.
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    Diagnostic methods
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    penalized least-squares estimators
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    generalized ridge estimators
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    partial splines
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    thin plate smoothing splines
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    scaled residuals
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    leverage values
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    measures of influence
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