COMPUTING THE ERROR FOR SMOOTHING SPLINES

被引:0
|
作者
VANDERLINDE, A
机构
关键词
SMOOTHING PARAMETER; PRIOR VARIANCE; SPLINE INTERPOLATION;
D O I
暂无
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
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.
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页码:143 / 154
页数:12
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