Results 31 to 40 of about 205,425 (288)
Resistant selection of the smoothing parameter for smoothing splines
Statistics and Computing, 2001 Robust automatic selection techniques for the smoothing parameter of a smoothing spline are introduced. They are based on a robust predictive error criterion and can be viewed as robust versions of Cp and cross-validation. They lead to smoothing splines which are stable and reliable in terms of mean squared error over a large spectrum of model ...
Cantoni, Eva, Ronchetti, Elvezio
openaire +3 more sources
A simple test for normality for time series [PDF]
, 2004 This paper considers testing for normality for correlated data. The proposed test procedure employs the skewness-kurtosis test statistic, but studentized by standard error estimators that are consistent under serial dependence of the observations.
Lobato, Ignacio N., Velasco, Carlos
core +3 more sources
Functional principal components analysis via penalized rank one approximation [PDF]
, 2008 Two existing approaches to functional principal components analysis (FPCA) are due to Rice and Silverman (1991) and Silverman (1996), both based on maximizing variance but introducing penalization in different ways.
Buja, Andreas +2 more
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Design of output fluctuation smoothing strategy in photovoltaic power station [PDF]
E3S Web of Conferences, 2020 The output power of photovoltaic (PV) power station has strong fluctuation and randomness. Large-scale photovoltaic grid connection will affect the safe operation of power grid.
Zhang Yu +5 more
doaj +1 more source
Direct Determination of Smoothing Parameter for Penalized Spline Regression
Journal of Probability and Statistics, 2014 Penalized spline estimator is one of the useful smoothing methods. To construct the estimator, having goodness of fit and smoothness, the smoothing parameter should be appropriately selected. The purpose of this paper is to select the smoothing parameter
Takuma Yoshida
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Univariate and bivariate distribution of growth traits in beef buffaloes from Brazil
Italian Journal of Animal Science, 2010 The aim of this study was to analyze the weight at birth (BW) and adjusted at 205 (W205), 365 (W365) and 550 (W55O) days in beef buffaloes from Brazil, using two approaches: parametric, by normal distribution, and non-parametric, by kernel function, and ...
J.C. de Souza +5 more
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Geodesy and Geodynamics, 2021 When the total least squares (TLS) solution is used to solve the parameters in the errors-in-variables (EIV) model, the obtained parameter estimations will be unreliable in the observations containing systematic errors.
Leyang Wang, Luyun Xiong, Tao Chen
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Simultaneous selection of variables and smoothing parameters by genetic algorithms [PDF]
, 2004 In additive models the problem of variable selection is strongly linked to the choice of the amount of smoothing used for components that represent metrical variables.
Krause, Rüdiger, Tutz, Gerhard
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Optimal parameter selection for intensity-based multi-sensor data registration [PDF]
ISPRS Annals of the Photogrammetry, Remote Sensing and Spatial Information Sciences, 2014 Accurate co-registration of multi-sensor data is a primary step in data integration for photogrammetric and remote sensing applications. A proven intensity-based registration approach is Mutual Information (MI).
E. G. Parmehr +3 more
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Semiparametric Stepwise Regression to Estimate Sales Promotion Effects [PDF]
, 2005 Kalyanam and Shively (1998) and van Heerde et al. (2001) have proposed semiparametric models to estimate the influence of price promotions on brand sales, and both obtained superior performance for their models compared to strictly parametric modeling ...
Belitz, Christiane +2 more
core +2 more sources