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Resistant Selection of the Smoothing Parameter for Smoothing Splines

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Published in Statistics and Computing. 2001, vol. 11, no. 2, p. 141-146
Abstract Robust automatic selection techniques for the smoothing parameter of a smoothing spline are introduced. They are based on a robust predictive error criterion and can be viewed as robust versions of C p and cross-validation. They lead to smoothing splines which are stable and reliable in terms of mean squared error over a large spectrum of model distributions.
Keywords Nonparametric modelsM-type smoothing splinesRobust C pRobust cross-validationTail length
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CANTONI, Eva, RONCHETTI, Elvezio. Resistant Selection of the Smoothing Parameter for Smoothing Splines. In: Statistics and Computing, 2001, vol. 11, n° 2, p. 141-146. https://archive-ouverte.unige.ch/unige:22900

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Deposited on : 2012-09-12

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