{"title":"交叉验证平滑样条的贝叶斯置信区间","authors":"G. Wahba","doi":"10.1111/J.2517-6161.1983.TB01239.X","DOIUrl":null,"url":null,"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","PeriodicalId":17425,"journal":{"name":"Journal of the royal statistical society series b-methodological","volume":"39 1","pages":"133-150"},"PeriodicalIF":0.0000,"publicationDate":"1983-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"689","resultStr":"{\"title\":\"Bayesian \\\"Confidence Intervals\\\" for the Cross-validated Smoothing Spline\",\"authors\":\"G. Wahba\",\"doi\":\"10.1111/J.2517-6161.1983.TB01239.X\",\"DOIUrl\":null,\"url\":null,\"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\",\"PeriodicalId\":17425,\"journal\":{\"name\":\"Journal of the royal statistical society series b-methodological\",\"volume\":\"39 1\",\"pages\":\"133-150\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1983-09-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"689\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of the royal statistical society series b-methodological\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1111/J.2517-6161.1983.TB01239.X\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of the royal statistical society series b-methodological","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1111/J.2517-6161.1983.TB01239.X","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 689
摘要
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
Bayesian "Confidence Intervals" for the Cross-validated Smoothing Spline
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