Spline smoothing with an estimated order parameter

DOI10.1214/aos/1176349270zbMath0786.62052OpenAlexW2093777194MaRDI QIDQ1314467

Michael L. Stein

Publication date: 28 February 1994

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349270

zbMATH Keywords

krigingGaussian processgeneralized cross validationsimulation studynonparametric regressionmodified maximum likelihood estimates

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (4)

Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach ⋮ Fitting smoothing splines to data from multiple sources ⋮ Maximum Likelihood Estimation and Uncertainty Quantification for Gaussian Process Approximation of Deterministic Functions ⋮ On the inference of applying Gaussian process modeling to a deterministic function

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