2. Variance Estimation and Smoothing-Parameter Selection for Spline Regression

  1. Michael G. Schimek
  1. Angelika van der Linde

Published Online: 30 JAN 2012

DOI: 10.1002/9781118150658.ch2

Smoothing and Regression: Approaches, Computation, and Application

Smoothing and Regression: Approaches, Computation, and Application

How to Cite

van der Linde, A. (2000) Variance Estimation and Smoothing-Parameter Selection for Spline Regression, in Smoothing and Regression: Approaches, Computation, and Application (ed M. G. Schimek), John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118150658.ch2

Editor Information

  1. Karl-Franzens-University of Graz, Austria, and University of Vienna, Austria

Author Information

  1. Edinburgh University, Edinburgh, UK

Publication History

  1. Published Online: 30 JAN 2012
  2. Published Print: 24 JUL 2000

ISBN Information

Print ISBN: 9780471179467

Online ISBN: 9781118150658

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Keywords:

  • variance estimation;
  • spline regression;
  • smoothing parameter;
  • estimation;
  • determination

Summary

This chapter contains sections titled:

  • Introduction and Some Definitions

  • Interpretation of the Smoothing Parameter

  • Quantifying the Complexity of a Smoothing Spline

  • Estimation of σ2

  • Determination of λ

  • Estimation of τ2

  • Final Remarks