Ng, Pin T. (2003) Computing Cox's smoothing spline score estimator: Working paper series--03-07. Working Paper. NAU W.A. Franke College of Business.
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Publisher’s or external URL: http://franke.nau.edu/the_working_paper_series/wps...
Abstract
We provide an efficient algorithm for computing the smoothing spline score estimator of Cox (1985). The algorithm exploits the banded structure of the linear algebra involved. Calls are made to the LAPACK, Level 1, 2, and 3 BLAS subroutine libraries designed to be efficient on a wide range of modern high-performance computers.
| Item Type: | Monograph (Working Paper) |
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| Publisher’s Statement: | Copyright, where appropriate, is held by the author. |
| ID number or DOI: | 03-07 |
| Keywords: | Working paper, score function, spline, robustness, adaptive estimators |
| Subjects: | Q Science > QA Mathematics Q Science > QA Mathematics > QA76 Computer software |
| NAU Depositing Author Academic Status: | Faculty/Staff |
| Department/Unit: | The W.A. Franke College of Business |
| Date Deposited: | 19 Oct 2015 23:39 |
| URI: | http://openknowledge.nau.edu/id/eprint/1595 |
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