Statistics and Computing

, Volume 11, Issue 2, pp 141–146

Resistant selection of the smoothing parameter for smoothing splines

  • Eva Cantoni
  • Elvezio Ronchetti
Article

DOI: 10.1023/A:1008975231866

Cite this article as:
Cantoni, E. & Ronchetti, E. Statistics and Computing (2001) 11: 141. doi:10.1023/A:1008975231866

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 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.

nonparametric modelsM-type smoothing splinesrobust Cprobust cross-validationtail length

Copyright information

© Kluwer Academic Publishers 2001

Authors and Affiliations

  • Eva Cantoni
    • 1
  • Elvezio Ronchetti
    • 1
  1. 1.Department of EconometricsUniversity of GenevaGeneva 4Switzerland