Smoothing Parameter Selection is a methodological procedure in nonparametric econometrics that determines the optimal level of regularization in spatial smoothing by balancing the trade-off between bias and variance in the estimation of underlying functional forms.
435
Publications
62.5K
Citations
776
Authors
427
Institutions
Publications per year
2017–2026
54
Publications
435
1–5 of 435
Authors
776
- PH
12
h-index
- JSJ. S. Marron
University of North Carolina at Chapel Hill, United States
12 publications · 1.2K citations
12
h-index
- CG
11
h-index
- WK
10
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- MP
7
h-index
1–5 of 776
Institutions
427
Australian National University
Canberra, Australia
15 h-index
19 publications
2K citations
Texas A&M University
College Station, United States
14 h-index
31 publications
1.6K citations
University of North Carolina at Chapel Hill
Chapel Hill, United States
12 h-index
18 publications
2.1K citations
University of California, Davis
Davis, United States
9 h-index
13 publications
1.7K citations
Mitchell Institute
Portland, United States
9 h-index
11 publications
670 citations
University of Glasgow
Glasgow, United Kingdom
9 h-index
14 publications
3.7K citations
University of Wisconsin–Madison
Madison, United States
7 h-index
16 publications
1.4K citations
Universidade da Coruña
A Coruña, Spain
7 h-index
10 publications
636 citations
1–8 of 427
Venues
- Journal of the American Statistical Association
43 publications · 13.6K citations
33
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- The Annals of Statistics
25 publications · 3.1K citations
21
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- Journal of the Royal Statistical Society Series B (Statistical Methodology)
16 publications · 11.8K citations
16
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- Biometrika
16 publications · 1.9K citations
15
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- Computational Statistics & Data Analysis
CSDA · 12 publications · 744 citations
12
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1–5