메뉴 건너뛰기




Volumn 97, Issue 459, 2002, Pages 766-782

Smoothers and the Cp, generalized maximum likelihood, and extended exponential criteria: A geometric approach

Author keywords

Bias; Curvature; Degrees of freedom; Geometry; Prediction error; Reversal effects; Spline like smoothers; Variability

Indexed keywords


EID: 0036746656     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214502388618582     Document Type: Review
Times cited : (22)

References (30)
  • 2
    • 0016355478 scopus 로고
    • A new look at statistical model identification
    • Akaike, H. (1974), "A New Look at Statistical Model Identification," IEEE Transactions on Automatic Control, AU-19, 716-722.
    • (1974) IEEE Transactions on Automatic Control , vol.AU-19 , pp. 716-722
    • Akaike, H.1
  • 4
    • 34250263445 scopus 로고
    • Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
    • Craven, P., and Wahba, G. (1979), "Smoothing Noisy Data With Spline Functions: Estimating the Correct Degree of Smoothing by the Method of Generalized Cross-Validation," Numerical Mathematics, 31, 377-403.
    • (1979) Numerical Mathematics , vol.31 , pp. 377-403
    • Craven, P.1    Wahba, G.2
  • 5
    • 0000551847 scopus 로고
    • Defining the curvature of a statistical problem (with application to second-order efficiency)
    • with discussion
    • Efron, B. (1975), "Defining the Curvature of a Statistical Problem (With Application to Second-Order Efficiency)" (with discussion), The Annals of Statistics, 3, 1189-1242.
    • (1975) The Annals of Statistics , vol.3 , pp. 1189-1242
    • Efron, B.1
  • 6
    • 80053264999 scopus 로고
    • How biased is the apparent error rate of a prediction rule?
    • _ (1986), "How Biased is the Apparent Error Rate of a Prediction Rule?," Journal of the American Statistical Association, 81, 461-470.
    • (1986) Journal of the American Statistical Association , vol.81 , pp. 461-470
  • 7
    • 0010743936 scopus 로고    scopus 로고
    • Technical Report 209, Stanford University, Dept. Statistics
    • _ (2000), "Smoothers and the Cost of Model Selection," Technical Report 209, Stanford University, Dept. Statistics.
    • (2000) Smoothers and the Cost of Model Selection
  • 8
    • 0035631611 scopus 로고    scopus 로고
    • Selection criteria for scatterplot smoothers
    • _ (2001), "Selection Criteria for Scatterplot Smoothers," The Annals of Statistics, 29, 470-504.
    • (2001) The Annals of Statistics , vol.29 , pp. 470-504
  • 12
    • 0001638770 scopus 로고    scopus 로고
    • Model indexing and smoothing parameter selection in nonparametric function estimation
    • with discussion
    • Gu, C. (1998), "Model Indexing and Smoothing Parameter Selection in Nonparametric Function Estimation" (with discussion), Statistica Sinica, 8, 607-646.
    • (1998) Statistica Sinica , vol.8 , pp. 607-646
    • Gu, C.1
  • 13
    • 0000606681 scopus 로고
    • Empirical functionals and efficient smoothing parameter selection
    • with discussion
    • Hall, P., and Johnstone, I. (1992), "Empirical Functionals and Efficient Smoothing Parameter Selection" (with discussion), Journal of the Royal Statistical Society, Ser. B, 54, 475-530.
    • (1992) Journal of the Royal Statistical Society, Ser. B , vol.54 , pp. 475-530
    • Hall, P.1    Johnstone, I.2
  • 15
    • 84909719647 scopus 로고
    • How far are automatically chosen regression smoothing parameters from the optimum
    • with discussion
    • Härdle, W., Hall, P., and Marron, J. (1988), "How Far are Automatically Chosen Regression Smoothing Parameters From the Optimum" (with discussion), Journal of the American Statistical Association, 83, 86-101.
    • (1988) Journal of the American Statistical Association , vol.83 , pp. 86-101
    • Härdle, W.1    Hall, P.2    Marron, J.3
  • 18
    • 0001354983 scopus 로고    scopus 로고
    • Smoothing parameter selection in nonparametric regression using an improved akaike information criterion
    • Hurvich, C., Simonoff, J., and Tsai, C. (1998), "Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion," Journal of the Royal Statistical Society, Ser. C, 60, 271-294.
    • (1998) Journal of the Royal Statistical Society, Ser. C , vol.60 , pp. 271-294
    • Hurvich, C.1    Simonoff, J.2    Tsai, C.3
  • 21
    • 0001182369 scopus 로고
    • L and generalized cross-validation in ridge regression with application to spline smoothing
    • L and Generalized Cross-Validation in Ridge Regression With Application to Spline Smoothing," Annals of Statistics, 14, 1101-1112.
    • (1986) Annals of Statistics , vol.14 , pp. 1101-1112
    • Li, K.-C.1
  • 22
    • 0001462696 scopus 로고
    • L, cross-validation and generalized cross-validation: Discrete index set
    • L, Cross-Validation and Generalized Cross-Validation: Discrete Index Set," Annals of Statistics, 15, 958-975.
    • (1987) Annals of Statistics , vol.15 , pp. 958-975
  • 26
    • 0010661029 scopus 로고
    • A comparison of generalized cross-validation and modified maximum likelihood for estimating the parameters of a stochastic process
    • Stein, M. (1990), "A Comparison of Generalized Cross-Validation and Modified Maximum Likelihood for Estimating the Parameters of a Stochastic Process," Annals of Statistics, 18, 1139-1157.
    • (1990) Annals of Statistics , vol.18 , pp. 1139-1157
    • Stein, M.1
  • 27
    • 0000608177 scopus 로고
    • A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
    • Wahba, G. (1985), "A Comparison of GCV and GML for Choosing the Smoothing Parameter in the Generalized Spline Smoothing Problem," Annals of Statistics, 13, 1378-1402.
    • (1985) Annals of Statistics , vol.13 , pp. 1378-1402
    • Wahba, G.1
  • 29
    • 0000799343 scopus 로고
    • Behavior near zero of the distribution of GCV smoothing parameter estimates
    • Wahba, G., and Wang, Y. (1995), "Behavior Near Zero of the Distribution of GCV Smoothing Parameter Estimates," Statistics & Probability Letters, 25, 105-111.
    • (1995) Statistics & Probability Letters , vol.25 , pp. 105-111
    • Wahba, G.1    Wang, Y.2
  • 30
    • 0002373997 scopus 로고
    • The signal extraction approach to nonlinear regression and spline smoothing
    • Wecker, W., and Ansley, C. (1983), "The Signal Extraction Approach to Nonlinear Regression and Spline Smoothing," Journal of the American Statistical Association, 78, 81-89.
    • (1983) Journal of the American Statistical Association , vol.78 , pp. 81-89
    • Wecker, W.1    Ansley, C.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.