Practical use of robust GCV and modified GCV for spline smoothing

DOI10.1007/S00180-015-0577-7zbMATH Open1342.65044OpenAlexW2108760780MaRDI QIDQ736591FDOQ736591

Robert S. Anderssen, F. R. De Hoog, Mark A. Lukas

Publication date: 4 August 2016

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: http://researchrepository.murdoch.edu.au/id/eprint/26462/

zbMATH Keywords

prediction errorsmoothing parametergeneralized cross-validationspline smoothingSobolev error

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Numerical computation using splines (65D07)

Cites Work

• Smoothing spline ANOVA models
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Smoothing by spline functions.
• Making robust the cross-validatory choice of smoothing parameter in spline smoothing regression
• Smoothing by spline functions. II
• Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing
• Selection criteria for scatterplot smoothers
• Robust generalized cross-validation for choosing the regularization parameter
• Smoothing Spline Gaussian Regression: More Scalable Computation via Efficient Approximation
• Confidence Intervals for Nonparametric Curve Estimates
• Smoothing noisy data with spline functions
• A general method for the construction of interpolating or smoothing spline-functions
• The average posterior variance of a smoothing spline and a consistent estimate of the average squared error
• Strong robust generalized cross-validation for choosing the regularization parameter
• Performance of robust GCV and modified GCV for spline smoothing
• Differentiation of matrix functionals using triangular factorization
• Efficient algorithms for robust generalized cross-validation spline smoothing
• Performance criteria and discrimination of extreme undersmoothing in nonparametric regression
• Estimating the accuracy of (local) cross-validation via randomised GCV choices in kernel or smoothing spline regression

Cited In (3)

• Behavior near zero of the distribution of GCV smoothing parameter estimates
• Performance criteria and discrimination of extreme undersmoothing in nonparametric regression
• A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem

Uses Software

• gss

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