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On robust cross-validation for nonparametric smoothing

✍ Scribed by Oliver Morell, Dennis Otto, Roland Fried


Book ID
120743808
Publisher
Springer
Year
2012
Tongue
English
Weight
802 KB
Volume
28
Category
Article
ISSN
0943-4062

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Efficient algorithms for robust generali
✍ Mark A. Lukas; Frank R. de Hoog; Robert S. Anderssen πŸ“‚ Article πŸ“… 2010 πŸ› Elsevier Science 🌐 English βš– 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