L- and V-curves for optimal smoothing

DOI10.1177/1471082X14549288OpenAlexW2055970573MaRDI QIDQ4971406

Gianluca Frasso, Paul H. C. Eilers

Publication date: 12 October 2020

Published in: Statistical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/1471082x14549288

zbMATH Keywords

cross-validationL-curveV-curveWhittaker and P-spline smoothers

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Boosted-oriented probabilistic smoothing-spline clustering of series, A linear algebra approach to HP-splines frequency parameter selection, Multiple smoothing parameters selection in additive regression quantiles, A simplified L-curve method as error estimator

Uses Software

• SemiPar

Cites Work

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• Analysis of Discrete Ill-Posed Problems by Means of the L-Curve
• The Use of the L-Curve in the Regularization of Discrete Ill-Posed Problems
• Semiparametric Regression
• Non-convergence of the L-curve regularization parameter selection method