Smoothing Spline Score Estimation

DOI10.1137/0915061MaRDI QIDQ4310888zbMATH OpenOpenAlexFDO

Authors Pin T. Ng

Publication date 6 February 1995

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0915061

zbMATH Keywords

Monte Carlononparametric regressionsmoothing parameterefficient algorithmbanded matricesfinite sample propertiesrobust model selectionGaussian innovationsadaptive kerneladaptive information criteriasmoothing spline score estimatorweighted kernel score estimators

Mathematics Subject Classification ID

Density estimation (62G07) Probabilistic methods, stochastic differential equations (65C99) Numerical computation using splines (65D07) Numerical smoothing, curve fitting (65D10) Computational methods for sparse matrices (65F50)

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Cited in

(6)

• scientific article; zbMATH DE number 5274838 (Why is no real title available?)
• Average partial effect estimation using double machine learning
• Cross-validating fit and predictive accuracy of nonlinear quantile regressions
• Smoothing in adaptive estimation
• Finite sample properties of adaptive regression estimators
• scientific article; zbMATH DE number 6276226 (Why is no real title available?)

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