On semiparametric regression with O'Sullivan penalized splines

被引：125

作者：

Wand, M. P. ^{[1
]}

Ormerod, J. T. ^{[2
]}

机构：

[1] Univ Wollongong, Sch Math & Appl Stat, Wollongong, NSW 2522, Australia

[2] Univ New S Wales, Sch Math & Stat, Sydney, NSW 2052, Australia

来源：

AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS | 2008年 / 50卷 / 02期

关键词：

additive models; Markov chain Monte Carlo; mixed models; P-splines; smoothing splines;

D O I：

10.1111/j.1467-842X.2008.00507.x

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

An exposition on the use of O'Sullivan penalized splines in contemporary semiparametric regression, including mixed model and Bayesian formulations, is presented. O'Sullivan penalized splines are similar to P-splines, but have the advantage of being a direct generalization of smoothing splines. Exact expressions for the O'Sullivan penalty matrix are obtained. Comparisons between the two types of splines reveal that O'Sullivan penalized splines more closely mimic the natural boundary behaviour of smoothing splines. Implementation in modern computing environments such as MATLAB, R and BUGS is discussed.

引用

页码：179 / 198

页数：20

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