Search Results - subject:"Smoothing parameter"

Weighted Local Nonparametric Regression with Dependent Errors: Study of Real Private Residential Fixed Investment in the USA

Francisco-Fernandez, Mario; Vilar-Fernandez, Juan - In: Statistical Inference for Stochastic Processes 7 (2004) 1, pp. 69-93

Persistent link: https://www.econbiz.de/10005169114

Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter

Iannaccone, Roberto; Otranto, Edoardo - EconWPA - 2003

signal) and a smoothing parameter which for quarterly series is set to a specified value. This paper proposes a … advantages: first, the smoothing parameter can be either pre-specified or estimated as the other parameters in the model; second …

Persistent link: https://www.econbiz.de/10005407924

Selection of smoothing parameters inB-spline nonparametric regression models using information criteria

Imoto, Seiya; Konishi, Sadanori - In: Annals of the Institute of Statistical Mathematics 55 (2003) 4, pp. 671-687

Persistent link: https://www.econbiz.de/10005616403

Behavior near zero of the distribution of GCV smoothing parameter estimates

Wahba, Grace; Wang, Yuedong - In: Statistics & Probability Letters 25 (1995) 2, pp. 105-111

the smoothing parameter in spline and related smoothing problems will be extremely small, leading to gross undersmoothing …

Persistent link: https://www.econbiz.de/10005223137

Nonparametric estimation of distribution functions

Wang, S. - In: Metrika 38 (1991) 1, pp. 259-267

Persistent link: https://www.econbiz.de/10005598682

Local minima in cross validation functions

Hall, Peter; Marron, J.S. - University of Bonn, Germany - 1988

Persistent link: https://www.econbiz.de/10005028213

Comments on data based bandwidth selector

Marron, J. - University of Bonn, Germany - 1988

Persistent link: https://www.econbiz.de/10005028271