TY  - BOOK
AU  - Eilers,Paul H.C.
AU  - Marx,Brian D.
TI  - Practical smoothing: the joys of P-splines 
SN  - 9781108610247 (ebook)
AV  - QA278 .E397 2021
U1  - 511/.4223 23
PY  - 2021///
CY  - Cambridge
PB  - Cambridge University Press
KW  - Smoothing (Statistics)
KW  - Spline theory
N1  - Title from publisher's bibliographic system (viewed on 26 Feb 2021)
N2  - This is a practical guide to P-splines, a simple, flexible and powerful tool for smoothing. P-splines combine regression on B-splines with simple, discrete, roughness penalties. They were introduced by the authors in 1996 and have been used in many diverse applications. The regression basis makes it straightforward to handle non-normal data, like in generalized linear models. The authors demonstrate optimal smoothing, using mixed model technology and Bayesian estimation, in addition to classical tools like cross-validation and AIC, covering theory and applications with code in R. Going far beyond simple smoothing, they also show how to use P-splines for regression on signals, varying-coefficient models, quantile and expectile smoothing, and composite links for grouped data. Penalties are the crucial elements of P-splines; with proper modifications they can handle periodic and circular data as well as shape constraints. Combining penalties with tensor products of B-splines extends these attractive properties to multiple dimensions. An appendix offers a systematic comparison to other smoothers
UR  - https://doi.org/10.1017/9781108610247
ER  -