Scientific article
OA Policy
English

Resistant Selection of the Smoothing Parameter for Smoothing Splines

Published inStatistics and computing, vol. 11, no. 2, p. 141-146
Publication date2001
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 models
  • M-type smoothing splines
  • Robust C p
  • Robust cross-validation
  • Tail length
Citation (ISO format)
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. doi: 10.1023/A:1008975231866
Main files (1)
Article (Accepted version)
accessLevelPublic
Identifiers
Journal ISSN0960-3174
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Technical informations

Creation07/09/2012 10:47:00
First validation07/09/2012 10:47:00
Update time14/03/2023 17:40:48
Status update14/03/2023 17:40:48
Last indexation29/10/2024 11:20:59
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