Abstract
Robust automatic selection techniques for the smoothing parameter of a smoothing spline are introduced. They are based on a robust predictive error criterion and can be viewed as robust versions of C p and cross-validation. They lead to smoothing splines which are stable and reliable in terms of mean squared error over a large spectrum of model distributions.
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Cantoni, E., Ronchetti, E. Resistant selection of the smoothing parameter for smoothing splines. Statistics and Computing 11, 141–146 (2001). https://doi.org/10.1023/A:1008975231866
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DOI: https://doi.org/10.1023/A:1008975231866