Density estimation via hybrid splines

DOI10.1080/00949659808811893zbMath0940.62034OpenAlexW2119477857MaRDI QIDQ4253287

Ronaldo Dias

Publication date: 17 July 2000

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659808811893

zbMATH Keywords

logspline\(B\)-splinesKullback-Leibler distancesmoothing parameterpenalized loglikelihood

Mathematics Subject Classification ID

Related Items (6)

Consistent estimator for basis selection based on a proxy of the Kullback-Leibler distance ⋮ Spline local basis methods for nonparametric density estimation ⋮ Preprocessing of centred logratio transformed density functions using smoothing splines ⋮ Penalized maximum likelihood estimation for a function of the intensity of a Poisson point process ⋮ A penalized nonparametric method for nonlinear constrained optimization based on noisy data ⋮ Density estimation and comparison with a penalized mixture approach

Uses Software

• R

Cites Work

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• Spline smoothing: The equivalent variable kernel method
• Data-based optimal smoothing of orthogonal series density estimates
• Optimal convergence properties of variable knot, kernel, and orthogonal series methods for density estimation
• Interpolating spline methods for density estimation. I: Equi-spaced knots
• A practical guide to splines
• A study of logspline density estimation
• Asymptotic analysis of penalized likelihood and related estimators
• On power transformations to symmetry
• The Computation of Generalized Cross-Validation Functions Through Householder Tridiagonalization with Applications to the Fitting of Interaction Spline Models
• Smoothing Spline Density Estimation: A Dimensionless Automatic Algorithm
• Asymptotic Distribution of Linear Combinations of Functions of Order Statistics with Applications to Estimation
• Nonparametric Roughness Penalties for Probability Densities
• On the Regression Design Problem of Sacks and Ylvisaker

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