Resistant Selection of the Smoothing Parameter for Smoothing Splines

Statistics and Computing (Impact Factor: 1.75). 01/1998; DOI: 10.1023/A:1008975231866
Source: RePEc

ABSTRACT Robust automatic selection techniques of the smoothing parameter of a smoothing spline are introduced. They are based on a robust predictive error criterion and can be viewed as robust version of Cp 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's distributions.

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    Statistical Analysis and Data Mining 01/2015;
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