A Bayesian interpretation of Whittaker-Henderson graduation

DOI10.1016/0167-6687(92)90084-OzbMath0752.62075OpenAlexW1973309771MaRDI QIDQ1199960

Greg Taylor

Publication date: 17 January 1993

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(92)90084-o

zbMATH Keywords

normed linear spaceloss functionsmoothnessgoodness-of-fitspline functionsStein-type estimatorsBayesian priorsadmissible graduating functionsSchoenberg graduationshrunken estimatorsspline graduationsTransformations of observationsWhittaker- Henderson graduation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

Related Items (2)

Data graduation based on statistical time series methods ⋮ A state space formulation of Whittaker graduation, with extensions

Cites Work

• Unnamed Item
• A contribution to the statistical theory of linear graduation
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Controversies in the Foundations of Statistics
• SPLINE FUNCTIONS AND THE PROBLEM OF GRADUATION
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge Regression: Applications to Nonorthogonal Problems
• Limiting the Risk of Bayes and Empirical Bayes Estimators--Part I: The Bayes Case

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