Behavior near zero of the distribution of GCV smoothing parameter estimates

DOI10.1016/0167-7152(94)00211-PzbMath0838.62028WikidataQ127173949 ScholiaQ127173949MaRDI QIDQ1907896

Yuedong Wang, Grace Wahba

Publication date: 4 June 1996

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

zbMATH Keywords

upper boundsmoothing splinegeneralized cross validationGCVsmoothing parameterundersmoothing

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05)

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Cites Work

• The average posterior variance of a smoothing spline and a consistent estimate of the average squared error
• Approximation of method of regularization estimators
• A cautionary note about crossvalidatory choice
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