Bayesian "Confidence Intervals" for the Cross-validated Smoothing Spline

Journal of the royal statistical society series b-methodological Pub Date : 1983-09-01 DOI:10.1111/J.2517-6161.1983.TB01239.X

G. Wahba

引用次数: 689

Abstract

SUMMARY We consider the model Y(t) =g(ti) + ei, i = 17 2, . . ., n, where g(t), t [0, 1] is a smooth function and the {ei) are independent N(0, a2 ) errors with G2 unknown. The cross-validated smoothing spline can be used to estimate g non-parametrically from

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交叉验证平滑样条的贝叶斯置信区间

我们考虑模型Y(t) =g(ti) + ei, i = 17 2，…，n，其中g(t)， t[0,1]是光滑函数，{ei)是独立的n (0,a2)误差，G2未知。交叉验证的光滑样条可以用来估计非参数的g

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Journal of the royal statistical society series b-methodological

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