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Title
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P-splines regression smoothing and difference type of penalty
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Author
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Abstract
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| P-splines regression provides a flexible smoothing tool. In this paper we consider difference type penalties in a context of nonparametric generalized linear models, and investigate the impact of the order of the differencing operator. Minimizing Akaikes information criterion we search for a possible best data-driven value of the differencing order. Theoretical derivations are established for the normal model and provide insights into a possible optimal choice of the differencing order and its interrelation with other parameters. Applications of the selection procedure to non-normal models, such as Poisson models, are given. Simulation studies investigate the performance of the selection procedure and we illustrate its use on real data examples. |
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Language
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English
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Source (journal)
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Statistics and computing. - London, 1991, currens
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Publication
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London
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Chapman & Hall
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2010
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ISSN
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0960-3174
[print]
1573-1375
[online]
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DOI
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10.1007/S11222-009-9140-0
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Volume/pages
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20
:4
(2010)
, p. 499-511
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ISI
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000281983200009
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Full text (Publisher's DOI)
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Full text (publisher's version - intranet only)
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