The average posterior variance of a smoothing spline and a consistent estimate of the average squared error

DOI10.1214/aos/1176347508zbMath0731.62084OpenAlexW1968032401MaRDI QIDQ808124

Douglas W. Nychka

Publication date: 1990

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347508

zbMATH Keywords

confidence intervalsnonparametric regressiongeneralized cross-validationaverage posterior varianceconsistent risk estimateexpected average squared errorsmoothing spline estimator

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric tolerance and confidence regions (62G15)

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