A non-iterative optimization method for smoothness in penalized spline regression
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Cited in
(8)- On the search of an optimal parameter for a smoothing spline
- A non-parametric Cramér-von Mises penalty function smoother
- Several least-squares problems related to the Hodrick-Prescott filtering
- Equivalence between adaptive Lasso and generalized ridge estimators in linear regression with orthogonal explanatory variables after optimizing regularization parameters
- Direct determination of smoothing parameter for penalized spline regression
- Automatic search intervals for the smoothing parameter in penalized splines
- A note on smoothing parameter selection for penalized spline smoothing
- Miscellanea. On the optimal amount of smoothing in penalised spline regression
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