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Smoothness and conditioning in generalised smoothing spline calculations

Published online by Cambridge University Press:  17 February 2009

M. R. Osborne
Affiliation:
Dept. of Statistics, Institute of Advanced Studies, Australian National University, GPO Box 4, Canberra, A.C.T. 2601, Australia.
Tania Prvan
Affiliation:
Dept. of Pure and Applied Mathematics, Washington State University, Pullman 99164-2930, WA, USA.
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Abstract

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We 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.

Type
Research Article
Copyright
Copyright © Australian Mathematical Society 1988

References

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