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样条平滑参数的交叉验证与最大似然估计性能AI 解读

An important aspect of nonparametric regression by spline smoothing is the estimation of the smoothing parameter. In this article we report on an extensive simulation study that investigates the finite-sample performance of generalized cross-validation, cross-validation, and marginal likelihood estimators of the smoothing parameter in splines of orders 2 and 3. The performance criterion for both the estimate of the function and its first derivative is measured by the square…

样条平滑参数的交叉验证与最大似然估计表现AI 解读

An important aspect of nonparametric regression by spline smoothing is the estimation of the smoothing parameter. In this article we report on an extensive simulation study that investigates the finite-sample performance of generalized cross-validation, cross-validation, and marginal likelihood estimators of the smoothing parameter in splines of orders 2 and 3. The performance criterion for both the estimate of the function and its first derivative is measured by the square…