Maximum Penalized Likelihood Estimation

Download or read book Maximum Penalized Likelihood Estimation written by Paul P. Eggermont and published by Springer. This book was released on 2011-12-02 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Unique blend of asymptotic theory and small sample practice through simulation experiments and data analysis. Novel reproducing kernel Hilbert space methods for the analysis of smoothing splines and local polynomials. Leading to uniform error bounds and honest confidence bands for the mean function using smoothing splines Exhaustive exposition of algorithms, including the Kalman filter, for the computation of smoothing splines of arbitrary order.