Vector function estimation using splines

DOI10.1016/0378-3758(87)90110-8zbMath0623.62031OpenAlexW1996275124MaRDI QIDQ1091696

Edward J. Wegman, John J. Miller

Publication date: 1987

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(87)90110-8

zbMATH Keywords

mixed normoptimization problemsignal estimationcovariance assumptionsestimating vector-valued functionslinear combination of fidelity and smoothnesslinear combinations of scalar objective functionstrend removal

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Numerical computation using splines (65D07) Nonparametric estimation (62G05) Multidimensional problems (41A63) Spline approximation (41A15)

Uses Software

• GCVPACK

Cites Work

• Time series prediction functions based on imprecise observations
• Prediction functions and mean-estimation functions for a time series
• Splines in Statistics
• Anzother look at box-jenkins forecasting procedures
• Gcvpack – routines for generalized cross validation
• A Correspondence Between Bayesian Estimation on Stochastic Processes and Smoothing by Splines
• Nonparametric Probability Density Estimation: I. A Summary of Available Methods