Nonparametric spline regression with prior information

DOI10.1093/biomet/80.1.75zbMath0771.62027OpenAlexW2029600286MaRDI QIDQ4695177

Chi-ming Wong, Craig F. Ansley, Robert Kohn

Publication date: 21 July 1993

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/80.1.75

zbMATH Keywords

filteringfamily of parametric curvesmaximum likelihoodnonparametric regressionlinear differential equationlinear equality constraintsstate space modelprior informationperiodic splinepenalized least squaresBayesian confidence intervaltime transformationspline smoothinggeneralized cross- validationefficient \(O(n)\) algorithmsgrowth and decay curvessmoothness penalty

Mathematics Subject Classification ID

Density estimation (62G07) Numerical computation using splines (65D07) Numerical smoothing, curve fitting (65D10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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