Computing the error for smoothing splines

MaRDI QIDQ1965979zbMATH OpenFDO

Authors Angelika van der Linde

Publication date 2 March 2000

Published in Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

prior variancesmoothing parametersmoothing splinesspline interpolation

Mathematics Subject Classification ID

Numerical interpolation (65D05) Numerical computation using splines (65D07) Numerical smoothing, curve fitting (65D10)

Review text

To consider the problem of estimation the error for smoothing splines the Bayesian approach is used following the works by \textit{G. Wahba} [J. R. Stat. Soc. Ser. B 40, 364-372 (1978; Zbl 0407.62048); ibid. 45, 133-150 (1983; Zbl 0538.65006)]. The theoretical background and estimation strategies are briefly described and problems in computing Wahba's Bayesian errors are demonstrated and discussed. In order to compute the error for smoothing splines the smoothing parameter, known to be the ratio of the scale factors of the sample variance to the prior variance has to be decomposed into these factors. It is pointed out that for similar (estimated) smoothing parameters the prior scale factor may vary considerably yielding an unreliable estimate of the smoothing error.

Recommendations

• Smoothing Errors
• The average posterior variance of a smoothing spline and a consistent estimate of the average squared error
• scientific article; zbMATH DE number 222645
• Uniform error bounds for smoothing splines
• Bayesian Smoothing and Regression Splines for Measurement Error Problems

Cited in

(3)

• Uniform error bounds for smoothing splines
• Smoothing Errors
• The average posterior variance of a smoothing spline and a consistent estimate of the average squared error

This page was built for publication: Computing the error for smoothing splines

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1965979)