Minimizing GCV/GML Scores with Multiple Smoothing Parameters via the Newton Method
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Publication:3349850
DOI10.1137/0912021zbMath0727.65009MaRDI QIDQ3349850
Publication date: 1991
Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/7da0010017ce575619029723290d939ce5261836
complexity; invariance; reliability; efficiency; fitting; generalized cross validation; speed; variance estimation; generalized maximum likelihood; multiple smoothing parameters; Newton-type algorithm; starting values; additive/interaction spline models
65D10: Numerical smoothing, curve fitting
65K10: Numerical optimization and variational techniques
65Y20: Complexity and performance of numerical algorithms
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