Asymptotic comparison factors for smoothing parameter choices in regression problems

DOI10.1016/0167-7152(92)90170-AzbMath0758.62021OpenAlexW2041318573MaRDI QIDQ1202318

Jim W. Kay

Publication date: 22 February 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90170-a

zbMATH Keywords

regularisationsmoothing parameteroptimal smoothingasymptotic comparison factorsgeneralised singular value decompositionsub- optimal choices

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (1)

Smoothing in an underdetermined linear model with random explanatory variables

Cites Work

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• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Practical Approximate Solutions to Linear Operator Equations When the Data are Noisy

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