ON CROSS‐VALIDATION FOR SMOOTHING SPLINES IN THE CASE OF DEPENDENT OBSERVATIONS
From MaRDI portal
Publication:4851447
DOI10.1111/j.1467-842X.1994.tb00639.xzbMath0829.62048MaRDI QIDQ4851447
Publication date: 10 October 1995
Published in: Australian Journal of Statistics (Search for Journal in Brave)
cross-validationAkaike information criterionnonparametric regressionmodel choicedependent observationspenalized likelihoodsdeletion theorem
Related Items (3)
Predictive Cross-validation for the Choice of Linear Mixed-Effects Models with Application to Data from the Swiss HIV Cohort Study ⋮ Dependent error regression smoothing: A new method and PC program ⋮ Smoothing non-Gaussian time series with autoregressive structure.
This page was built for publication: ON CROSS‐VALIDATION FOR SMOOTHING SPLINES IN THE CASE OF DEPENDENT OBSERVATIONS