State space representation for smoothing spline ANOVA models

Journal of Computational and Graphical Statistics

Volumn 15, Issue 4, 2006, Pages 830-847

  Qin, Li ^a   Guo, Wensheng ^b  

^a USA   (United States)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

High dimensional smoothing; Kalman filter; Multivariate spline; Non parametric regression; State space model; Tensor product; Time series

Indexed keywords

EID: 33846142153     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1198/106186006X157568     Document Type: Article

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