On the degrees of freedom of the smoothing parameter
平滑参数的自由度
Summary The smoothing parameters in a semiparametric model are estimated based on criteria such as generalized cross-validation or restricted maximum likelihood. As these parameters are estimated in a data-driven manner, they influence the degrees of freedom of a semiparametric model, based on Stein’s lemma. This allows us to associate parts of the degrees of freedom of a semiparametric model with the smoothing parameters. A framework is introduced that enables these degrees…