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ON CROSS‐VALIDATION FOR SMOOTHING SPLINES IN THE CASE OF DEPENDENT OBSERVATIONS

 

作者: ANGELIKA LINDE,  

 

期刊: Australian Journal of Statistics  （WILEY Available online 1994）
卷期: Volume 36, issue 1  

页码: 67-73

 

ISSN:0004-9581

 

年代: 1994

 

DOI:10.1111/j.1467-842X.1994.tb00639.x

 

出版商: Blackwell Publishing Ltd

 

关键词: Deletion theorem;penalized likelihood;model choice

 

数据来源: WILEY

 

摘要:

SummaryCross‐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

 

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