Automatic Smoothing for Poisson Regression

DOI10.1081/STA-200052100MaRDI QIDQ4678838zbMATH OpenFDO

Authors Ming Yuan

Publication date 23 May 2005

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

Poisson regressionunbiased risk estimategeneralized approximate cross validationpenalized likelihood estimate

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Multiscale Poisson Data Smoothing
• scientific article; zbMATH DE number 1833048
• Regression Methods for Poisson Process Data
• Automatic Smoothing and Estimation in Single Index Poisson Regression
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• General smoothing formulas for Markov-modulated Poisson observations
• On autocorrelation in a Poisson regression model

Cites work

• A fast ``Monte-Carlo cross-validation procedure for large least squares problems with noisy data
• A natural identity for exponential families with applications in multiparameter estimation
• Asymptotic optimality of the fast randomized versions of GCV and \(C_ L\) in ridge regression and regularization
• Cross-validation and multinomial prediction
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Some Comments on C P
• Some results on Tchebycheffian spline functions and stochastic processes

Cited in

(4)

• Automatic Smoothing and Estimation in Single Index Poisson Regression
• M-type smoothing spline ANOVA for correlated data
• Asymptotic confidence intervals for Poisson regression
• scientific article; zbMATH DE number 1833048 (Why is no real title available?)

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