样条平滑中交叉验证平滑参数的影响诊断

Influence Diagnostics for the Cross-Validated Smoothing Parameter in Spline Smoothing

Journal of the American Statistical Association · 1991
被引 13
ABS 4

中文导读

研究了单变量样条平滑中影响平滑参数估计的观测点诊断方法,通过广义交叉验证识别对平滑参数选择有局部影响的观测值,并用实例说明。

Abstract

Abstract This article addresses the problem of influence in estimating the smoothing parameter when fitting a univariate smoothing spline. Diagnostics are presented that can identify observations that locally influence the choice of smoothing parameter by generalized cross-validation, either through their case weights or observed responses. Generalized cross-validation and the diagnostic methods are given a frequency interpretation and illustrated with examples. Key Words: Data perturbationGeneralized cross-validationLocal influence

统计学计量经济学数据科学非参数回归