Pages that link to "Item:Q4851447"
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The following pages link to ON CROSS‐VALIDATION FOR SMOOTHING SPLINES IN THE CASE OF DEPENDENT OBSERVATIONS (Q4851447):
Displaying 12 items.
- Cross-validation and the smoothing of orthogonal series density estimators (Q1089698) (← links)
- Smoothing non-Gaussian time series with autoregressive structure. (Q1275101) (← links)
- Dependent error regression smoothing: A new method and PC program (Q1361522) (← links)
- Estimating the smoothing parameter in generalized spline-based regression: I. Cross-validatory criteria for binary data using small sample sizes (Q1861588) (← links)
- Generalised correlated cross-validation (Q2892926) (← links)
- Predictive cross-validation for the choice of linear mixed-effects models with application to data from the swiss HIV cohort study (Q2893982) (← links)
- Making robust the cross-validatory choice of smoothing parameter in spline smoothing regression (Q3473171) (← links)
- ON SPLINE SMOOTHING WITH AUTOCORRELATED ERRORS (Q3489103) (← links)
- (Q3723583) (← links)
- Fast computation of cross-validated robust splines and other non-linear smoothing splines (Q3975820) (← links)
- DATA-DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS (Q4012946) (← links)
- Likelihood-based cross-validation score for selecting the smoothing parameter in maximum penalized likelihood estimation (Q4266878) (← links)
