Stable and Efficient Multiple Smoothing Parameter Estimation for Generalized Additive Models

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Summary

It is proposed that GAM's with a ridge penalty provide a practical solution in such circumstances, and a multiple smoothing parameter selection method suitable for use in the presence of such a penalty is developed.

Type
article
Published
2004-09-01
Cited by
1,998
References
35
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Open access

Keywords

Smoothing, Model selection, Generalized additive model, Mathematics, Mathematical optimization

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