A Note on Penalized Spline Smoothing With Correlated Errors

By Tatyana Krivobokova, Goeran Kauermann. 2007

137 citations recorded by the source corpus.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/d9f93aa079c7b103a1522c50b355c8082ebbf53d

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In Statistics and Probability

1. María Durbán
2. Paul H. C. Eilers
3. Brian D. Marx
4. Alex Trindade@ttu Edu
5. Rob Paige
6. A. Trindade
7. Simon N. Wood
8. H. Booth

Citations in the corpus

• The Hodrick-Prescott Filter A Special Case of Penalized Spline Smoothing (2010, methodology): “From equation (6) in Krivobokova and Kauermann (2007), the -2 log REML criterion to be minimized in α and R (we continue to assume G = IK in order to make the standard connection between the penalized spline solution and the BLUP) is Lα(α,R) = (n− p) log(σ̂2α) + log |Vα|+ log”
• Twenty years of P-splines (2015, background): “Krivobokova and Kauermann (2007) showed that maximum likelihood estimation of the smoothing parameter is robust, even under moderately misspecified correlation.”