Improved smoothing spline regression by combining estimates of different smoothness

Thomas C. M. Lee

Statistics & Probability Letters, 2004, vol. 67, issue 2, 133-140

Abstract: This paper studies nonparametric regression using smoothing splines. It proposes a method that combines smoothing spline estimates of different smoothness to form a final improved estimate. This new method is straightforward to implement, computationally inexpensive, and gives reliable performances in simulations.

Keywords: Combining; estimates; Nonparametric; regression; Plug-in; methods; Local; risk; estimation; Smoothing; parameter; Smoothing; splines (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (4)

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