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Influence Diagnostics for the Cross-Validated Smoothing Parameter in Spline Smoothing

โœ Scribed by William Thomas

Book ID
111986435
Publisher
American Statistical Association
Year
1991
Tongue
English
Weight
874 KB
Volume
86
Category
Article
ISSN
0162-1459

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Efficient algorithms for robust generali
Efficient algorithms for robust generalized cross-validation spline smoothing
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