scientific article; zbMATH DE number 913255
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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
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
Cited in
(3)- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints
- Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria
- Asymptotic behaviour of nonparametric conditional quantile estimates for time series
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