Diagnostics for penalized least-squares estimators

DOI10.1016/0167-7152(86)90101-XzbMath0605.62082MaRDI QIDQ1083816

B. George

Publication date: 1986

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

scaled residualsmeasures of influencepartial splinesleverage valuesDiagnostic methodsgeneralized ridge estimatorspenalized least-squares estimatorsthin plate smoothing splines

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05) Linear inference, regression (62J99)

Related Items

Influence diagnostics for robust P-splines using scale mixture of normal distributions, \(M\)-type smoothing splines with auxiliary scale estimation, Influence measures in nonparametric regression model with symmetric random errors, Local influence for Student-\(t\) partially linear models, Derivatives diagnostics and robustness for smoothing splines, Smoothing Errors, Influence Diagnostics and Outlier Tests for Semiparametric Mixed Models, Bayesian Measures of Model Complexity and Fit, The smoothing parameter, confidence interval and robustness for smoothing splines, Diagnostics for multivariate smoothing splines

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