A simple derivation of the smoothing spline

Authors
Solo, V
Citation
V. Solo, A simple derivation of the smoothing spline, AM STATISTN, 54(1), 2000, pp. 40-43
Citations number
15
Categorie Soggetti
Mathematics
Journal title
AMERICAN STATISTICIAN
ISSN journal
00031305 → ACNP
Volume
54
Issue
1
Year of publication
2000
Pages
40 - 43
Database
ISI
SICI code
0003-1305(200002)54:1<40:ASDOTS>2.0.ZU;2-#
Abstract
This article gives a simple derivation of the smoothing spline based on lit tle more than matrix analysis. Our technique is quite general and extends t o nonlinear penalized least squares settings as well as spatial settings. T he increasing use of smoothing splines in practice and their availability i n many software packages makes a simple derviation worthwhile.