The average posterior variance of a smoothing spline and a consistent estimate of the average squared error

DOI10.1214/AOS/1176347508MaRDI QIDQ808124zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

nonparametric regressionconfidence intervalsgeneralized cross-validationaverage posterior varianceconsistent risk estimateexpected average squared errorsmoothing spline estimator

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric tolerance and confidence regions (62G15)

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(14)

• Performance of robust GCV and modified GCV for spline smoothing
• Sign-flip inference for spatial regression with differential regularisation
• Smoothing spline ANOVA for exponential families, with application to the Wisconsin epidemiological study of diabetic retinopathy. (The 1994 Neyman Memorial Lecture)
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• 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
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• Performance criteria and discrimination of extreme undersmoothing in nonparametric regression
• Local and global asymptotic inference in smoothing spline models
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