On the efficiency of selection criteria in spline regression

DOI10.1007/s00440-003-0277-zzbMath1027.62021OpenAlexW2156526758MaRDI QIDQ1416776

S. C. Kou

Publication date: 16 December 2003

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-003-0277-z

zbMATH Keywords

robustness

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (12)

Unnamed Item ⋮ Performance of Robust GCV and Modified GCV for Spline Smoothing ⋮ From finite sample to asymptotics: a geometric bridge for selection criteria in spline regression ⋮ Asymptotic near-efficiency of the ``Gibbs-energy (GE) and empirical-variance estimating functions for fitting Matérn models. - II: accounting for measurement errors via ``Conditional GE mean ⋮ A model-averaging approach for smoothing spline regression ⋮ Is \(C_{p}\) an empirical Bayes method for smoothing parameter choice? ⋮ Some characteristics on the selection of spline smoothing parameter ⋮ Performance criteria and discrimination of extreme undersmoothing in nonparametric regression ⋮ An improved \(C_p\) criterion for spline smoothing ⋮ Estimating the accuracy of (local) cross-validation via randomised GCV choices in kernel or smoothing spline regression ⋮ Two-stage signal restoration based on a modified median filter ⋮ On the inference of applying Gaussian process modeling to a deterministic function

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