A simple smoothing spline, III
type: Item
instance of: scholarly article
title: A simple smoothing spline, III
zbMATH Open document ID: 1094.62060
DOI: 10.1007/BF02892058
author: Niranjan Chakravarthy
published in: Computational Statistics
publication date: 2005-05-20T00:00:00Z
review text: This paper is the third in a series devoted to the study of linear smoothing splines; for the review of Part II see [Zbl 1057.62515]. The present article focuses on computational aspects with the specific goal of developing an in-depth understanding of the methods for computing the linear smoothing spline. Comparisons are made between two efficient methods for computing the estimator using band-limited basis and the Kalman filter (KF). Particularly, KF is shown to be an efficient method for computing under the Kimeldorf-Wahba representation for the estimator. The run time comparisons are made between band-limited B-spline and Kalman filter based algorithms.
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 65D07
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 2169407
zbMATH Keywords: linear smoothing spline
zbMATH Keywords: cross-validation
zbMATH Keywords: band-limited B-spline
zbMATH Keywords: Kalman filter
MaRDI profile type: MaRDI publication profile
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full work available at URL: https://doi.org/10.1007/bf02892058
OpenAlex ID: W2765329784
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description: scientific article; zbMATH DE number 2169407