Resistant selection of the smoothing parameter for smoothing splines

被引：52

作者：

Cantoni, E ^{[1
]}

Ronchetti, E ^{[1
]}

机构：

[1] Univ Geneva, Dept Econometr, CH-1211 Geneva 4, Switzerland

来源：

STATISTICS AND COMPUTING | 2001年 / 11卷 / 02期

关键词：

nonparametric models; M-type smoothing splines; robust C-p; robust cross-validation; tail length;

D O I：

10.1023/A:1008975231866

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

Robust automatic selection techniques for the smoothing parameter of a smoothing spline are introduced. They are based on a robust predictive error criterion and can be viewed as robust versions of C-p and cross-validation. They lead to smoothing splines which are stable and reliable in terms of mean squared error over a large spectrum of model distributions.

引用

页码：141 / 146

页数：6

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