Fast and accurate inference for the smoothing parameter in semiparametric models

DOI10.1111/ANZS.12008zbMATH Open1334.62065OpenAlexW2020090527MaRDI QIDQ2802824FDOQ2802824

Authors: Robert L. Paige, A. Alexandre Trindade 

Publication date: 27 April 2016

Published in: Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12008

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zbMATH Keywords

estimating equationrestricted maximum likelihoodpartially linear modelsaddlepoint approximationbootstrap confidence intervalgeneralised cross-validationpenalised spline regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Cites Work

• Semiparametric Regression
• SiZer for Exploration of Structures in Curves
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• Semiparametric regression during 2003--2007
• ON SEMIPARAMETRIC REGRESSION WITH O'SULLIVAN PENALIZED SPLINES
• Likelihood Ratio Tests in Linear Mixed Models with One Variance Component
• Bandwidth choice for nonparametric regression
• Saddle point approximation for the distribution of the sum of independent random variables
• A COMPARISON OF MIXED MODEL SPLINES FOR CURVE FITTING
• An optimal selection of regression variables
• Statistical predictor identification
• The BLUPs are not best when it comes to bootstrapping
• Exact likelihood ratio tests for penalised splines
• Smoothing parameter selection for smoothing splines: a simulation study
• Title not available (Why is that?)
• Miscellanea. On the optimal amount of smoothing in penalised spline regression
• Title not available (Why is that?)

Cited In (3)

• Extensions of saddlepoint-based bootstrap inference
• The Hodrick-Prescott filter: a special case of penalized spline smoothing
• On a small sample adjustment for the profile score function in semiparametric smoothing models

Uses Software

• SemiPar

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