ON CROSS‐VALIDATION FOR SMOOTHING SPLINES IN THE CASE OF DEPENDENT OBSERVATIONS

DOI10.1111/j.1467-842X.1994.tb00639.xzbMath0829.62048MaRDI QIDQ4851447

Angelika van der Linde

Publication date: 10 October 1995

Published in: Australian Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

cross-validationAkaike information criterionnonparametric regressionmodel choicedependent observationspenalized likelihoodsdeletion theorem

Mathematics Subject Classification ID

Density estimation (62G07)

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.

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