Fast and accurate inference for the smoothing parameter in semiparametric models

DOI10.1111/ANZS.12008MaRDI QIDQ2802824zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

bootstrap confidence intervalestimating equationgeneralised cross-validationpartially linear modelpenalised spline regressionrestricted maximum likelihoodsaddlepoint approximation

Mathematics Subject Classification ID

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

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Cites work

• A COMPARISON OF MIXED MODEL SPLINES FOR CURVE FITTING
• An optimal selection of regression variables
• Bandwidth choice for nonparametric regression
• Exact likelihood ratio tests for penalised splines
• Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
• scientific article; zbMATH DE number 5697603 (Why is no real title available?)
• scientific article; zbMATH DE number 933464 (Why is no real title available?)
• Likelihood Ratio Tests in Linear Mixed Models with One Variance Component
• Miscellanea. On the optimal amount of smoothing in penalised spline regression
• ON SEMIPARAMETRIC REGRESSION WITH O'SULLIVAN PENALIZED SPLINES
• Saddle point approximation for the distribution of the sum of independent random variables
• Semiparametric Regression
• Semiparametric regression during 2003--2007
• SiZer for Exploration of Structures in Curves
• Smoothing parameter selection for smoothing splines: a simulation study
• Statistical predictor identification
• The BLUPs are not best when it comes to bootstrapping

Cited in

(3)

• 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
• Extensions of saddlepoint-based bootstrap inference

Describes a project that uses

Uses Software

• SemiPar

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