• Published 2001

Asymptotic Properties of Smoothing Parameter Selection in Spline Smoothing

@inproceedings{Speckman2001AsymptoticPO,
  title={Asymptotic Properties of Smoothing Parameter Selection in Spline Smoothing},
  author={Paul L. Speckman and Dongchu Sun},
  year={2001}
}
The asymptotic properties of smoothing parameter estimates for smoothing splines are developed. We consider a variety of estimates including Generalized Cross Validation, Generalized Maximum Likelihood, and more generally Type II ML estimates and the properties of the marginal posterior mode. Under the usual Sobolov space frequentist assumptions on the function to be estimated , consistency and asymptotic normality of the estimated smoothing parameter are proved. Our results show that the… CONTINUE READING