Minimizing GCV/GML Scores with Multiple Smoothing Parameters via the Newton Method
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Publication:3349850
DOI10.1137/0912021zbMath0727.65009OpenAlexW2164086668MaRDI 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
complexityinvariancereliabilityefficiencyfittinggeneralized cross validationspeedvariance estimationgeneralized maximum likelihoodmultiple smoothing parametersNewton-type algorithmstarting valuesadditive/interaction spline models
Numerical smoothing, curve fitting (65D10) Numerical optimization and variational techniques (65K10) Complexity and performance of numerical algorithms (65Y20)
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