Inequality-Constrained Multivariate Smoothing Splines with Application to the Estimation of Posterior Probabilities

DOI10.2307/2289160zbMath0614.62047OpenAlexW4235924505MaRDI QIDQ4721401

Miguel A. Villalobos, Grace Wahba

Publication date: 1987

Full work available at URL: https://doi.org/10.2307/2289160

zbMATH Keywords

linear inequality constraintsHilbert spacecomputational algorithmnonlinear programmingclassification problemgeneralized cross-validationsmoothing parameterthin-plate splineestimation of posterior probabilitiesconstrained surface estimationestimating a smooth functionthin-plate penalty functional

Mathematics Subject Classification ID

Multivariate analysis (62H99) Numerical computation using splines (65D07) Nonparametric estimation (62G05) Probabilistic methods, stochastic differential equations (65C99)

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