Rodríguez-Álvarez, María Xosé; Lee, Dae-Jin; Kneib, … - Departamento de Estadistica, Universidad Carlos III de … - 2013
A new computational algorithm for estimating the smoothing parameters of a multidimensional penalized spline generalized model with anisotropic penalty is presented. This new proposal is based on the mixed model representation of a multidimensional P-spline, in which the smoothing parameter for...