The hat matrix for smoothing splines
The matrix which transforms the data vector to the vector of fitted values for smoothing splines is termed the hat matrix. This matrix is shown to have many of the same properties, and is seen to play the same role in the variances and covariances of the residuals, as its regression analysis counterpart. This fact is utilized to propose several possible diagnostic measures for use with smoothing splines. The extension of these results to include multivariate Laplacian smoothing spline is also indicated.
Year of publication: |
1984
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Authors: | Eubank, R. L. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 2.1984, 1, p. 9-14
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Publisher: |
Elsevier |
Subject: | 65D10 65D07 diagnostics Laplacian smoothing splines leverage values nonparametric regression residuals smoothing splines |
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