Vážené vyhlazovací splajny
| Title in English | Weighted smoothing splines |
|---|---|
| Authors | |
| Year of publication | 2004 |
| Type | Article in Proceedings |
| Conference | 22 mezinárodní kolokvium o řízení osvojovacího procesu |
| MU Faculty or unit | |
| Citation | |
| Keywords | approximation; heteroscedasticity; smoothing; splines |
| Description | Spline smoothing is a popular method of estimating functions from the data. Its performance greatly depends on the choice of the smoothing parameter. Many methods of selecting smoothing parameters are developed under the assumption of independent identically distributed observations. The standard methods fail badly when the data are correlated or the distribution of the observations is not the same. Weighted smoothing splines are a generalization of the ordinery smoothing splines for the case of unequal variances and dependence of the observations. We give definition and characterization of the weighted splines and describe some statistical properties of the weighted spline approximation. |