Smoothing parameter selection in two frameworks for penalized splines
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References listed on IDEAS
- Kou S.C. & Efron B., 2002. "Smoothers and the Cp, Generalized Maximum Likelihood, and Extended Exponential Criteria: A Geometric Approach," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 766-782, September.
- Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521785167.
- Gerda Claeskens & Tatyana Krivobokova & Jean D. Opsomer, 2009. "Asymptotic properties of penalized spline estimators," Biometrika, Biometrika Trust, vol. 96(3), pages 529-544.
- Hirotugu Akaike, 1969. "Fitting autoregressive models for prediction," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 21(1), pages 243-247, December.
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- Luis Francisco Rosales & Tatyana Krivobokova, 2012. "Instant Trend-Seasonal Decomposition of Time Series with Splines," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 131, Courant Research Centre PEG.
More about this item
KeywordsMaximum likelihood; Mean squared error minimizer; Penalized splines; Smoothing splines;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-08-09 (All new papers)
- NEP-ECM-2011-08-09 (Econometrics)
- NEP-ETS-2011-08-09 (Econometric Time Series)
- NEP-ORE-2011-08-09 (Operations Research)
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