Estimation of Posterior Probabilities Using Multivariate Smoothing Splines and Generalized Cross-Validation.
WISCONSIN UNIV-MADISON DEPT OF STATISTICS
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A nonparametric estimate for the posterior probabilities in the classification problem using multivariate smoothing splines is proposed. This estimate presents a nonparametric alternative to logistic discrimination and to survival curve estimation. It is useful in exploring properties of the data and in presenting them in a way comprehensible to the layman. The estimate is obtained as the solution to a constrained minimization problem in a reproducing kernel Hilbert space. It is shown that under certain conditions an estimate exists and is unique.
- Statistics and Probability
- Computer Programming and Software