Resistant selection of the smoothing parameter for smoothing splines
- Cite this article as:
- Cantoni, E. & Ronchetti, E. Statistics and Computing (2001) 11: 141. doi:10.1023/A:1008975231866
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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 Cp 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.