Cantoni, Eva; Ronchetti, Elvezio - Institut d'Economie et Econométrie, Université de Genève - 1998
Robust automatic selection techniques of the smoothing parameter of a smoothing spline are introduced. They are based on a robust predictive error criterion and can be viewed as robust version of Cp and cross-validation. They lead to smoothing splines which are stable and reliable in terms of...