Smoothness and conditioning in generalised smoothing spline calculations

Author:

Osborne M. R.,Prvan Tania

Abstract

AbstractWe consider a generalisation of the stochastic formulation of smoothing splines, and discuss the smoothness properties of the resulting conditional expectation (generalised smoothing spline), and the sensitivity of the numerical algorithms. One application is to the calculation of smoothing splines with less than the usual order of continuity at the data points.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics

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3. What is the Covariance Analog of the Paige and Saunders Information Filter?;SIAM Journal on Scientific and Statistical Computing;1991-11

4. A square-root fixed-interval discrete-time smoother;The Journal of the Australian Mathematical Society. Series B. Applied Mathematics;1988-07

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