Modelling and smoothing parameter estimation with multiple quadratic penalties
نویسندگان
چکیده
منابع مشابه
Modelling and smoothing parameter estimation with multiple quadratic penalties
Penalized likelihood methods provide a range of practical modelling tools, including spline smoothing, generalized additive models and variants of ridge regression. Selecting the correct weights for penalties is a critical part of using these methods and in the single penalty case the analyst has several well founded techniques to choose from. However, many modelling problems suggest a formulat...
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ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
سال: 2000
ISSN: 1369-7412,1467-9868
DOI: 10.1111/1467-9868.00240