FLEXIBLE PARSIMONIOUS SMOOTHING AND ADDITIVE MODELING

作者: Jerome H. Friedman , Bernard W. Silverman

DOI: 10.1080/00401706.1989.10488470

关键词: Simple (abstract algebra)Curve fittingNoiseMathematicsCross-validationSmoothingRegression analysisNonlinear systemPiecewise linear functionEconometrics

摘要: A simple method is presented for fitting regression models that are nonlinear in the explanatory variables. Despite its simplicity—or perhaps because of it—the has some powerful characteristics cause it to be competitive with and often superior more sophisticated techniques, especially small data sets presence high noise.

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