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Asymptotic comparison factors for smoothing parameter choices in regression problems

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  • Kay, Jim

Abstract

We present a theoretical comparison of a number of different choices of the smoothing parameter within a general regression framework. Asymptotic formulae are derived which provide a generalisation of some results reported in Hall and Titterington (1987). This leads to the development of asymptotic comparison factors which do not depend on the unknown model parameters and which therefore may be utilised to correct sub-optimal choices.

Suggested Citation

  • Kay, Jim, 1992. "Asymptotic comparison factors for smoothing parameter choices in regression problems," Statistics & Probability Letters, Elsevier, vol. 15(4), pages 329-335, November.
    • Handle: RePEc:eee:stapro:v:15:y:1992:i:4:p:329-335
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    Cited by:

    1. Angelika Linde, 2001. "Estimating the smoothing parameter in generalized spline-based regression," Computational Statistics, Springer, vol. 16(1), pages 73-95, March.

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