Resistant Selection of the Smoothing Parameter for Smoothing Splines

ArticleinStatistics and Computing 11(98.06) · January 1998with8 Reads
Impact Factor: 1.62 · DOI: 10.1023/A:1008975231866 · Source: RePEc

    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.