Smoothing Spline Estimation in Varying-Coefficient Models (Q4819021)

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scientific article; zbMATH DE number 2102959
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Smoothing Spline Estimation in Varying-Coefficient Models
scientific article; zbMATH DE number 2102959

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    Smoothing Spline Estimation in Varying-Coefficient Models (English)
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    24 September 2004
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    Bayesian confidence intervals
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    cross-validation
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    Kalman filter
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    order \(N\) algorithm
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    variance estimation
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