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An algorithm for quantile smoothing splines

โœ Scribed by T.Ng Pin


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
821 KB
Volume
22
Category
Article
ISSN
0167-9473

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Efficient algorithms for robust generali
โœ Mark A. Lukas; Frank R. de Hoog; Robert S. Anderssen ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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