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ON CROSS-VALIDATION FOR SMOOTHING SPLINES IN THE CASE OF DEPENDENT OBSERVATIONS |
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| Authors: | ANGELIKA van der LINDE |
| Affiliation: | Bremen Institute for Prevention Research and Social Medicine |
| Abstract: | Cross-validation, as a popular tool for choosing a smoothing parameter, is generalized to the case of dependent observations. A general version of the ‘deletion theorem’ for representation and simplified calculation of cross-validatory criteria is given. Finally cross-validation is discussed in terms of penalized likelihoods as a method for model choice analogous to the Akaike information criterion. |
| Keywords: | Deletion theorem penalized likelihood model choice |