6533b86efe1ef96bd12caeec
RESEARCH PRODUCT
Adaptive smoothing spline using non-convex penalties
Daniele CuntreraVito Muggeosubject
regression B-spline P-spline adaptive smoothing non-convex penalties SCAD MCPdescription
We propose a new adaptive penalty for smoothing via penalized splines. The new form of adaptive penalization is based on penalizing the differences of the coefficients of adjacent bases, using non-convex penalties. This makes possible to estimate curves with varying amounts of smoothness. Comparisons with respect to some competitors are presented.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2022-01-01 |