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The average posterior variance of a smoothing spline and a consistent estimate of the average squared error - MaRDI portal

The average posterior variance of a smoothing spline and a consistent estimate of the average squared error (Q808124)

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scientific article; zbMATH DE number 4209361
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English
The average posterior variance of a smoothing spline and a consistent estimate of the average squared error
scientific article; zbMATH DE number 4209361

    Statements

    The average posterior variance of a smoothing spline and a consistent estimate of the average squared error (English)
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    1990
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    nonparametric regression
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    smoothing spline estimator
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    confidence intervals
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    average posterior variance
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    expected average squared error
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    consistent risk estimate
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    generalized cross-validation
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    Identifiers