Improved predictions penalizing both slope and curvature in additive models

DOI10.1016/j.csda.2004.08.002zbMath1431.62134OpenAlexW1977307476MaRDI QIDQ959155

Magne Aldrin

Publication date: 11 December 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.08.002

zbMATH Keywords

cross-validationridge regressionpenalized likelihoodgeneralized additive modelspenalized least squarespenalized B-splines

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items

An additive penalty \(P\)-spline approach to derivative estimation, A computational approach to nonparametric regression: bootstrapping CMARS method, Parametrization and penalties in spline models with an application to survival analysis, Imbalanced regression and extreme value prediction, Quadratic Programming and Penalized Regression, Restructuring forward step of MARS algorithm using a new knot selection procedure based on a mapping approach

Uses Software

• R
• S-PLUS
• alr3

Cites Work

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