A note on smoothing parameter selection for penalized spline smoothing
From MaRDI portal
Publication:1888828
DOI10.1016/j.jspi.2003.09.023zbMath1083.62036OpenAlexW1988300874MaRDI QIDQ1888828
Publication date: 29 November 2004
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2003.09.023
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20)
Related Items
Thin plate spline model under skew-normal random errors: estimation and diagnostic analysis for spatial data, Penalized spline estimation for panel count data model with time-varying coefficients, Semiparametric Regression Using Variational Approximations, Smoothing Parameter Selection for a Class of Semiparametric Linear Models, Nonparametric models and their estimation, Forecasting in nonlinear univariate time series using penalized splines, Spline‐based nonparametric inference in general state‐switching models, Semiparametric multinomial logit models for analysing consumer choice behaviour, Semiparametric regression during 2003--2007, Penalized least squares smoothing of two-dimensional mortality tables with imposed smoothness, Direct determination of smoothing parameter for penalized spline regression, Smoothing a Time Series by Segments of the Data Range, Density estimation and comparison with a penalized mixture approach, Additive two-way hazards model with varying coefficients, Comments on: Goodness-of-fit tests in mixed models, GLMM approach to study the spatial and temporal evolution of spikes in the small intestine, Stacked Laplace-EM algorithm for duration models with time-varying and random effects, A general framework for prediction in penalized regression, Knot selection for least-squares and penalized splines
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A statistical perspective on ill-posed inverse problems (with discussion)
- A comparison of generalized cross validation and modified maximum likelihood for estimating the parameters of a stochastic process
- A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
- From Stein's unbiased risk estimates to the method of generalized cross- validation
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
- Some theory for penalized spline generalized additive models
- Selection criteria for scatterplot smoothers
- Smoothing and mixed models
- The Signal Extraction Approach to Nonlinear Regression and Spline Smoothing
- How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
- Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- The Analysis of Designed Experiments and Longitudinal Data by Using Smoothing Splines
- Smoothers and theCp, Generalized Maximum Likelihood, and Extended Exponential Criteria
- Mixed-Effects Models in S and S-PLUS
- Smoothing Spline Models for the Analysis of Nested and Crossed Samples of Curves
- Approximate Inference in Generalized Linear Mixed Models
- Miscellanea. On the optimal amount of smoothing in penalised spline regression
- Computing the distribution of quadratic forms in normal variables
- Some Comments on C P