scientific article; zbMATH DE number 913255

zbMATH Open0851.62029MaRDI QIDQ4887672FDOQ4887672

Authors: Peide Shi 

Publication date: 17 November 1996

Title of this publication is not available (Why is that?)

Recommendations

• Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria
• Semiparametric regression model selections.
• On the efficiency of selection criteria in spline regression
• Model selection criteria based on Kullback information measures for nonlinear regression
• Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion

zbMATH Keywords

nonparametric regressionsimulationcross-validationinformation criteriaAkaike information criteriongeneralized cross-validationKullback-Leibler informationregression splinessmoothing splines\(B\)-spline functioncorrected Akaike information criteriondata-driven selectordeletion strategyselection of penalty parametersstepwise forward/backward knot placement

Mathematics Subject Classification ID

Density estimation (62G07)

Cited In (3)

• Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria
• Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
• Asymptotic behaviour of nonparametric conditional quantile estimates for time series

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