In order to compute the error for smoothing splines the smoothing parameter, known to be the ratio of the scale factors of the sample variance to the prior variance has to be decomposed into these factors. It is pointed out that for similar (estimated) smoothing parameters the prior scale factor may vary considerably yielding an unreliable estimate of the smoothing error.
机构:
TEL AVIV UNIV,RAYMOND & BEVERLY SACKLER FAC EXACT SCI,DEPT STAT,IL-69978 TEL AVIV,ISRAELTEL AVIV UNIV,RAYMOND & BEVERLY SACKLER FAC EXACT SCI,DEPT STAT,IL-69978 TEL AVIV,ISRAEL