Resistant Selection of the Smoothing Parameter for Smoothing Splines

Robust automatic selection techniques of the smoothing parameter of a smoothing spline are introduced. They are based on a robust predictive error criterion and can be viewed as robust version of Cp and cross-validation. They lead to smoothing splines which are stable and reliable in terms of mean squared error over a large spectrum of model's distributions.

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Year of publication:	1998
Authors:	Cantoni, Eva ; Ronchetti, Elvezio
Institutions:	Institut d'Economie et Econométrie, Université de Genève
Subject:	Models

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Series:	Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva.
Type of publication:	Book / Working Paper
Notes:	23 pages
Classification:	C14 - Semiparametric and Nonparametric Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005687150