Smoothing Spline Score Estimation (Q4310888)

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scientific article; zbMATH DE number 681423
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Smoothing Spline Score Estimation
scientific article; zbMATH DE number 681423

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    Smoothing Spline Score Estimation (English)
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    6 February 1995
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    robust model selection
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    banded matrices
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    nonparametric regression
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    smoothing spline score estimator
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    efficient algorithm
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    smoothing parameter
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    adaptive information criteria
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    Gaussian innovations
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    Monte Carlo
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    finite sample properties
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    adaptive kernel
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    weighted kernel score estimators
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