scientific article; zbMATH DE number 932629

zbMATH Open0854.62044MaRDI QIDQ4894937FDOQ4894937

Authors: Dong Xiang, Grace Wahba 

Publication date: 19 January 1997

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

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zbMATH Keywords

simulationKullback-Leibler distancesmoothing parametersmoothing splinenon-Gaussian dataGACVgeneralized cross validation procedureleaving-out-one functionpenalized log likelihood regression

Mathematics Subject Classification ID

Density estimation (62G07) Probabilistic methods, stochastic differential equations (65C99)

Cited In (33)

• Shrinkage tuning parameter selection in precision matrices estimation
• Influence on smoothness in penalized likelihood regression for binary data
• Regression models for functional data by reproducing kernel Hilbert spaces methods
• Estimating the smoothing parameter in generalized spline-based regression: I. Cross-validatory criteria for binary data using small sample sizes
• Smoothing spline ANOVA models for large data sets with Bernoulli observations and the randomized GACV.
• Masked unbiased principles for parameter selection in variational image restoration under Poisson noise
• Whiteness-based parameter selection for Poisson data in variational image processing
• Model diagnostics for smoothing spline ANOVA models
• Semiparametric analysis for case-control studies: a partial smoothing spline approach
• Selecting the tuning parameter in penalized Gaussian graphical models
• GACV for quantile smoothing splines
• A universal approximate cross-validation criterion for regular risk functions
• Nonlinear GCV and quasi-GCV for shrinkage models
• Encoding dissimilarity data for statistical model building
• Doubly penalized likelihood estimator in heteroscedastic regression
• Robust penalized logistic regression with truncated loss functions
• A computationally fast alternative to cross-validation in penalized Gaussian graphical models
• Title not available (Why is that?)
• Non-crossing quantile regression via doubly penalized kernel machine
• A comparative study of nonparametric estimation in Weibull regression: a penalized likelihood approach
• \(M\)-type smoothing spline ANOVA for correlated data
• Behavior near zero of the distribution of GCV smoothing parameter estimates
• Distributed Generalized Cross-Validation for Divide-and-Conquer Kernel Ridge Regression and Its Asymptotic Optimality
• On Poisson signal estimation under Kullback-Leibler discrepancy and squared risk
• Multivariate Bernoulli distribution
• Prediction Error Estimation Under Bregman Divergence for Non‐Parametric Regression and Classification
• Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components
• On the smoothing parameter in case of data from multiple sources
• Influence diagnostics for robust P-splines using scale mixture of normal distributions
• Penalized empirical likelihood estimation of semiparametric models
• The Computation of Generalized Cross-Validation Functions Through Householder Tridiagonalization with Applications to the Fitting of Interaction Spline Models
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• Penalized likelihood regression: General formulation and efficient approximation

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