Abstract:The selection of smoothing parameter is central to estimation of penalized splines. The best parameter value is often the one that optimizes a smoothness selection criterion, like the minimizer of generalized cross-validation error (GCV) and the maximizer of restricted likelihood (REML). To avoid ending up with an undesired local extremum rather than the global extremum, grid search should be used for optimization. Unfortunately, the method requires a pre-specified search interval that contains the unknown glo… Show more
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