Smoothing Spline Score Estimation

DOI10.1137/0915061zbMath0805.62047OpenAlexW1986653193MaRDI QIDQ4310888

Pin T. Ng

Publication date: 6 February 1995

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0915061

zbMATH Keywords

Monte Carlorobust model selectionnonparametric regressionbanded matricesefficient algorithmsmoothing parameterfinite sample propertiesGaussian innovationsadaptive kerneladaptive information criteriasmoothing spline score estimatorweighted kernel score estimators

Mathematics Subject Classification ID

Density estimation (62G07) Numerical computation using splines (65D07) Numerical smoothing, curve fitting (65D10) Computational methods for sparse matrices (65F50) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Finite sample properties of adaptive regression estimators ⋮ Cross-validating fit and predictive accuracy of nonlinear quantile regressions

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