An additive penalty \(P\)-spline approach to derivative estimation

DOI10.1016/j.csda.2013.06.007zbMath1471.62185OpenAlexW1973803606MaRDI QIDQ1615126

John Newell, Andrew Simpkin

Publication date: 2 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2013.06.007

zbMATH Keywords

smoothingderivative estimation\(P\)-splinesadditive penaltyvariability bands

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

Related Items

THE EARLY EXERCISE PREMIUM IN AMERICAN OPTIONS BY USING NONPARAMETRIC REGRESSIONS, On the estimation of variance parameters in non-standard generalised linear mixed models: application to penalised smoothing

Uses Software

• R
• fda (R)
• KernSmooth
• SemiPar
• SiZer

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