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ON CROSS‐VALIDATION FOR SMOOTHING SPLINES IN THE CASE OF DEPENDENT OBSERVATIONS
Author(s) -
LINDE ANGELIKA
Publication year - 1994
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1994.tb00639.x
Subject(s) - akaike information criterion , cross validation , smoothing , representation (politics) , information criteria , mathematics , model validation , computer science , smoothing spline , model selection , statistics , data science , politics , political science , law , bilinear interpolation , spline interpolation
Summary Cross‐validation, as a popular tool for choosing a smoothing parameter, is generalized to the case of dependent observations. A general version of the ‘deletion theorem’ for representation and simplified calculation of cross‐validatory criteria is given. Finally cross‐validation is discussed in terms of penalized likelihoods as a method for model choice analogous to the Akaike information criterion.