Out-of-Sample Prediction in Multidimensional P-Spline Models

The prediction of out-of-sample values is an interesting problem in any regression model. In the context of penalized smoothing using a mixed-model reparameterization, a general framework has been proposed for predicting in additive models but without interaction terms. The aim of this paper is to g...

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Bibliographic Details
Main Authors: Alba Carballo, María Durbán, Dae-Jin Lee
Format: Article
Language:English
Published: MDPI AG 2021-07-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/9/15/1761