Improved smoothing spline regression by combining estimates of different smoothness

被引：21
|
作者：
Lee, TCM [1 ]
机构：
[1] Colorado State Univ, Dept Stat, Ft Collins, CO 80523 USA
来源：
STATISTICS & PROBABILITY LETTERS | 2004年 / 67卷 / 02期
基金：
美国国家科学基金会;
关键词：
combining estimates; nonparametric regression; plug-in methods; local risk estimation; smoothing parameter; smoothing splines;
D O I：
10.1016/j.spl.2004.01.003
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This paper studies nonparametric regression using smoothing splines. It proposes a method that combines smoothing spline estimates of different smoothness to form a final improved estimate. This new method is straightforward to implement, computationally inexpensive, and gives reliable performances in simulations. (C) 2003 Elsevier B.V. All rights reserved.
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页码：133 / 140
页数：8
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