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Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models

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  • Simon N. Wood

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  • Simon N. Wood, 2011. "Fast stable restricted maximum likelihood and marginal likelihood estimation of semiparametric generalized linear models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 73(1), pages 3-36, January.
    • Handle: RePEc:bla:jorssb:v:73:y:2011:i:1:p:3-36
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    File URL: http://hdl.handle.net/10.1111/j.1467-9868.2010.00749.x
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    References listed on IDEAS

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    1. Peter Hall & J. D. Opsomer, 2005. "Theory for penalised spline regression," Biometrika, Biometrika Trust, vol. 92(1), pages 105-118, March.
    2. Simon N. Wood, 2003. "Thin plate regression splines," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(1), pages 95-114, February.
    3. Marx, Brian D. & Eilers, Paul H. C., 1998. "Direct generalized additive modeling with penalized likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 28(2), pages 193-209, August.
    4. Göran Kauermann & Tatyana Krivobokova & Ludwig Fahrmeir, 2009. "Some asymptotic results on generalized penalized spline smoothing," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(2), pages 487-503, April.
    5. Simon N. Wood, 2004. "Stable and Efficient Multiple Smoothing Parameter Estimation for Generalized Additive Models," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 673-686, January.
    6. Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521785167, September.
    7. Ludwig Fahrmeir & Stefan Lang, 2001. "Bayesian inference for generalized additive mixed models based on Markov random field priors," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 50(2), pages 201-220.
    8. Gerhard Tutz & Harald Binder, 2006. "Generalized Additive Modeling with Implicit Variable Selection by Likelihood-Based Boosting," Biometrics, The International Biometric Society, vol. 62(4), pages 961-971, December.
    9. Simon N. Wood, 2008. "Fast stable direct fitting and smoothness selection for generalized additive models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(3), pages 495-518, July.
    10. Reiss, Philip T. & Ogden, R. Todd, 2007. "Functional Principal Component Regression and Functional Partial Least Squares," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 984-996, September.
    11. Brezger, Andreas & Lang, Stefan, 2006. "Generalized structured additive regression based on Bayesian P-splines," Computational Statistics & Data Analysis, Elsevier, vol. 50(4), pages 967-991, February.
    12. Ruppert,David & Wand,M. P. & Carroll,R. J., 2003. "Semiparametric Regression," Cambridge Books, Cambridge University Press, number 9780521780506, September.
    13. Philip T. Reiss & R. Todd Ogden, 2009. "Smoothing parameter selection for a class of semiparametric linear models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(2), pages 505-523, April.
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