Smoothing Splines —— Methods and Applications

----- 平滑样条：方法和应用

ISBN: 9781420077551 出版年：2011 页码：380 Wang, Yuedong CRC Press

Introduction Parametric and Nonparametric Regression Polynomial Splines Scope of This Book The assist Package Smoothing Spline Regression Reproducing Kernel Hilbert Space Model Space for Polynomial Splines General Smoothing Spline Regression Models Penalized Least Squares Estimation The ssr Function Another Construction for Polynomial Splines Periodic Splines Thin-Plate Splines Spherical Splines Partial Splines L-Splines Smoothing Parameter Selection and Inference Impact of the Smoothing Parameter Trade-Offs Unbiased Risk Cross-Validation and Generalized Cross-Validation Bayes and Linear Mixed-Effects Models Generalized Maximum Likelihood Comparison and Implementation Confidence Intervals Hypothesis Tests Smoothing Spline ANOVA Multiple Regression Tensor Product Reproducing Kernel Hilbert Spaces One-Way SS ANOVA Decomposition Two-Way SS ANOVA Decomposition General SS ANOVA Decomposition SS ANOVA Models and Estimation Selection of Smoothing Parameters Confidence Intervals Examples Spline Smoothing with Heteroscedastic and/or Correlated Errors Problems with Heteroscedasticity and Correlation Extended SS ANOVA Models Variance and Correlation Structures Examples Generalized Smoothing Spline ANOVA Generalized SS ANOVA Models Estimation and Inference Wisconsin Epidemiological Study of Diabetic Retinopathy Smoothing Spline Estimation of Variance Functions Smoothing Spline Spectral Analysis Smoothing Spline Nonlinear Regression Motivation Nonparametric Nonlinear Regression Models Estimation with a Single Function Estimation with Multiple Functions The nnr Function Examples Semiparametric Regression Motivation Semiparametric Linear Regression Models Semiparametric Nonlinear Regression Models Examples Semiparametric Mixed-Effects Models Linear Mixed-Effects Models Semiparametric Linear Mixed-Effects Models Semiparametric Nonlinear Mixed-Effects Models Examples Appendix A: Data Sets Appendix B: Codes for Fitting Strictly Increasing Functions Appendix C: Codes for Term Structure of Interest Rates References Author Index Subject Index