The average posterior variance of a smoothing spline and a consistent estimate of the average squared error
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Publication:808124
DOI10.1214/AOS/1176347508zbMATH Open0731.62084OpenAlexW1968032401MaRDI QIDQ808124FDOQ808124
Authors: Douglas Nychka 
Publication date: 1990
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347508
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nonparametric regressionconfidence intervalsgeneralized cross-validationaverage posterior varianceconsistent risk estimateexpected average squared errorsmoothing spline estimator
Cited In (12)
- Performance of robust GCV and modified GCV for spline smoothing
- Smoothing spline ANOVA for exponential families, with application to the Wisconsin epidemiological study of diabetic retinopathy. (The 1994 Neyman Memorial Lecture)
- Title not available (Why is that?)
- Smoothing Errors
- Bootstrap confidence intervals for smoothing splines and their comparison to bayesian confidence intervals
- Estimating the accuracy of (local) cross-validation via randomised GCV choices in kernel or smoothing spline regression
- Sample size calculations for smoothing splines based on Bayesian confidence intervals
- Practical use of robust GCV and modified GCV for spline smoothing
- Behavior near zero of the distribution of GCV smoothing parameter estimates
- Title not available (Why is that?)
- Performance criteria and discrimination of extreme undersmoothing in nonparametric regression
- Computing the error for smoothing splines
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