About OpenKnowledge@NAU | For NAU Authors

Computing Cox's smoothing spline score estimator: Working paper series--03-07

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.


Download (169kB) | Preview


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)
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

Actions (login required)

IR Staff Record View IR Staff Record View


Downloads per month over past year