The hat matrix for smoothing splines

R. L. Eubank

Statistics & Probability Letters, 1984, vol. 2, issue 1, 9-14

Abstract: The matrix which transforms the data vector to the vector of fitted values for smoothing splines is termed the hat matrix. This matrix is shown to have many of the same properties, and is seen to play the same role in the variances and covariances of the residuals, as its regression analysis counterpart. This fact is utilized to propose several possible diagnostic measures for use with smoothing splines. The extension of these results to include multivariate Laplacian smoothing spline is also indicated.

Keywords: 62J99; 65D10 65D07 diagnostics Laplacian smoothing splines leverage values nonparametric regression residuals smoothing splines (search for similar items in EconPapers)
Date: 1984
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Citations: View citations in EconPapers (6)

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