Journal of Computational and Graphical Statistics · 1992 · 113 citations · 10 references
BusinessBiostatisticsComputer ScienceMethod ValidationBias-variance TradeoffGeneralized Linear ModelsMaximum Likelihood EstimationParameter EstimationStatistical InferenceCross-validationParameter SelectionPenalized EstimationPenalized LikelihoodPenalized Likelihood EstimationPenalized Maximum Likelihood EstimationPenalized RegressionSmoothing Parameter Selection
Abstract This article describes an appropriate way of implementing the generalized cross-validation method and some other least-squares-based smoothing parameter selection methods in penalized likelihood regression problems, and explains the rationales behind it. Simulations of limited scale are conducted to back up the semitheoretical analysis.
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Smoothing noisy data with spline functions
Peter G. Craven, Grace Wahba · Numerische Mathematik · 1978 · 3.4K citations