From finite sample to asymptotics: a geometric bridge for selection criteria in spline regression

DOI10.1214/009053604000000841zbMath1076.62039arXivmath/0508596OpenAlexW3101898537MaRDI QIDQ2388332

S. C. Kou

Publication date: 12 September 2005

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0508596

zbMATH Keywords

variabilitycurvaturebiasgeneralized maximum likelihoodextended exponential criterion

Mathematics Subject Classification ID

Related Items (4)

Optimum smoothing parameter selection for penalized least squares in form of linear mixed effect models ⋮ Smoothing Parameter Selection for a Class of Semiparametric Linear Models ⋮ Some characteristics on the selection of spline smoothing parameter ⋮ An improved \(C_p\) criterion for spline smoothing

Uses Software

• sm

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A comparison of generalized cross validation and modified maximum likelihood for estimating the parameters of a stochastic process
• Spline smoothing and optimal rates of convergence in nonparametric regression models
• A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
• Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing
• Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
• Oscillation matrices with spline smoothing
• Defining the curvature of a statistical problem (with applications to second order efficiency)
• On the efficiency of selection criteria in spline regression
• Selection criteria for scatterplot smoothers
• Smoothing methods in statistics
• A Brief Survey of Bandwidth Selection for Density Estimation
• The Signal Extraction Approach to Nonlinear Regression and Spline Smoothing
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
• Smoothers and theC_p, Generalized Maximum Likelihood, and Extended Exponential Criteria
• Prospects of Nonparametric Modeling

This page was built for publication: From finite sample to asymptotics: a geometric bridge for selection criteria in spline regression