A Fortran package for generalized, cross-validatory spline smoothing and differentiation

Efficient algorithms for robust generali

Efficient algorithms for robust generalized cross-validation spline smoothing

✍ Mark A. Lukas; Frank R. de Hoog; Robert S. Anderssen 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 278 KB

Generalized cross-validation (GCV) is a widely used parameter selection criterion for spline smoothing, but it can give poor results if the sample size n is not sufficiently large. An effective way to overcome this is to use the more stable criterion called robust GCV (RGCV). The main computational