Efficient algorithms for robust generali
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Mark A. Lukas; Frank R. de Hoog; Robert S. Anderssen
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Article
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2010
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Elsevier Science
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English
β 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