MONOTONIC SMOOTHING SPLINES FITTED BY CROSS-VALIDATION

Research output: Contribution to journalArticlepeer-review

Abstract / Description of output

A practical method for calculating monotonic cubic smoothing splines is given. Linear sufficient conditions for monotonicity are employed, and the spline coefficients are obtained using quadratic programming. The method enables efficient cross-validation estimates of the smoothing parameter to be made and confidence
intervals to be calculated for the resulting spline. The results are easy to extend to histogram data.
Original languageEnglish
Pages (from-to)1126-1133
JournalSIAM Journal on Scientific Computing
Volume15
Issue number5
DOIs
Publication statusPublished - 30 Sept 1994

Fingerprint

Dive into the research topics of 'MONOTONIC SMOOTHING SPLINES FITTED BY CROSS-VALIDATION'. Together they form a unique fingerprint.

Cite this