An improved \(C_p\) criterion for spline smoothing

DOI10.1016/j.jspi.2010.06.017zbMath1203.62062OpenAlexW2044940771MaRDI QIDQ710806

Hsin-Cheng Huang, Chun-Shu Chen

Publication date: 22 October 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.06.017

zbMATH Keywords

smoothing splineStein's unbiased risk estimateeffective degrees of freedomselection effect

Mathematics Subject Classification ID

Related Items (8)

Truncation level selection in nonparametric regression using Padé approximation ⋮ Model selection for two-sample problems with right-censored data: an application of Cox model ⋮ Some characteristics on the selection of spline smoothing parameter ⋮ Performance criteria and discrimination of extreme undersmoothing in nonparametric regression ⋮ Adaptive order selection for autoregressive models ⋮ Two-stage signal restoration based on a modified median filter ⋮ Comparing and selecting spatial predictors using local criteria ⋮ Rejoinder on: ``Comparing and selecting spatial predictors using local criteria

Uses Software

• KernSmooth

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Linear smoothers and additive models
• A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
• Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing
• Optimal rates of convergence for nonparametric estimators
• Estimation of the mean of a multivariate normal distribution
• Consistent nonparametric regression. Discussion
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• On the efficiency of selection criteria in spline regression
• A comparison of regression spline smoothing procedures
• Calculation of cubic smoothing splines for equally spaced data
• Optimal global rates of convergence for nonparametric regression
• Selection criteria for scatterplot smoothers
• Minimal penalties for Gaussian model selection
• From finite sample to asymptotics: a geometric bridge for selection criteria in spline regression
• Smoothing Parameter Selection for a Class of Semiparametric Linear Models
• The Signal Extraction Approach to Nonlinear Regression and Spline Smoothing
• Smoothing Spline Models with Correlated Random Errors
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
• Ideal spatial adaptation by wavelet shrinkage
• Smoothers and theC_p, Generalized Maximum Likelihood, and Extended Exponential Criteria
• Theory & Methods: Krige, Smooth, Both or Neither?
• Some Comments on C P

This page was built for publication: An improved \(C_p\) criterion for spline smoothing