A simple smoothing spline,III |
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Authors: | R L Eubank |
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Institution: | (1) Department of Statistics, Texas A&M University, 77843-3143 College Station, TX |
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Abstract: | Summary Computational methods for spline smoothing are studied in the context of the linear smoothing spline. Comparisons are made
between two efficient methods for computing the estimator using band-limited basis functions and the Kalman filter. In particular,
the Kalman filter approach is shown to be an efficient method for computing under the Kimeldorf-Wahba representation for the
estimator. Run time comparisons are made between band-limited B-spline and Kalman filter based algorithms. |
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Keywords: | cross-validation Cholesky Kalman filter linear smoothing spline |
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