MONOTONIC SMOOTHING SPLINES FITTED BY CROSS-VALIDATION

被引：57

作者：

WOOD, SN

机构：

来源：

SIAM JOURNAL ON SCIENTIFIC COMPUTING | 1994年 / 15卷 / 05期

关键词：

SMOOTHING SPLINE; SPLINE; MONOTONIC; CROSS VALIDATION;

D O I：

10.1137/0915069

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A practical method for calculating monotonic cubic smoothing splines is given. Linear sufficient conditions for monotonicity are employed, and the spline coefficients are obtained using quadratic programming. The method enables efficient cross-validation estimates of the smoothing parameter to be made and confidence intervals to be calculated for the resulting spline. The results are easy to extend to histogram data.

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页码：1126 / 1133

页数：8

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