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UNCONSTRAINED PILOT SELECTORS FOR SMOOTHED CROSS-VALIDATION

✍ Scribed by José E. Chacón; Tarn Duong

Book ID
115210903
Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
988 KB
Volume
53
Category
Article
ISSN
1369-1473

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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