Multivariate Smoothing Spline Functions
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Publication:3703175
DOI10.1137/0721053zbMATH Open0581.65012OpenAlexW2006314423MaRDI QIDQ3703175FDOQ3703175
Authors: Dennis D. Cox 
Publication date: 1984
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0721053
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Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Numerical smoothing, curve fitting (65D10) Spline approximation (41A15) Rate of convergence, degree of approximation (41A25)
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- A kernel approximation to the kriging predictor of a spatial process
- Performance of robust GCV and modified GCV for spline smoothing
- A penalty method for nonparametric estimation of the intensity function of a counting process
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- Establishing criteria to ensure successful feedforward artificial neural network modelling of mechanical systems
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- Penalized spline estimation in the partially linear model
- Fuzzy data approximation using smoothing cubic splines: similarity and error analysis
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- Some Numerical Test on the Convergence Rates of Regression with Differential Regularization
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- Curve mesh fairing and $GC^2$ surface interpolation
- Discrete approximation by variational vector splines for noisy data
- Almost sure convergence of smoothing \(D^ m\)-splines of noisy data
- Asymptotic optimality of generalized cross-validation for choosing the regularization parameter
- Approximation properties of local bases assembled from neural network transfer functions
- Getting better contour plots with S and GCVPACK
- Nonparametric orthogonal series estimators of regression: A class attaining the optimal convergence rate in \(L_ 2\)
- Non-parametric identification with errors in independent variables
- An extension of a bound for functions in Sobolev spaces, with applications to \((m, s)\)-spline interpolation and smoothing
- Spline Smoothing over Difficult Regions
- Quadratic deviation of penalized mean squares regression estimates
- Some first results on the consistency of spatial regression with partial differential equation regularization
- Smoothing for multipoint boundary value models
- Non-parametric identification with errors in independent variables
- Anisotropic smoothing splines in problems with factorial design of experiments
- Adaptive estimation of external fields in reproducing kernel Hilbert spaces
- Application of structural risk minimization to multivariate smoothing spline regression estimates
- Nonparametric regression with additional measurement errors in the dependent variable
- Performance criteria and discrimination of extreme undersmoothing in nonparametric regression
- Approximation by smoothing variational vector splines for noisy data
- Smoothing splines with varying smoothing parameter
- A penalty method for nonparametric estimation of the logarithmic derivative of a density function
- Approximate interpolation with applications to selecting smoothing parameters
- Convergence rates for multivariate smoothing spline functions
- Convergence Rates for Regularized Solutions
- Equivalent kernels for smoothing splines
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- Modeling spatially dependent functional data via regression with differential regularization
- Multivariate Bayesian function estimation
- Bivariate regression splines
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