R package pspline: Penalized Smoothing Splines. Smoothing splines with penalties on order m derivatives.
Keywords for this software
References in zbMATH (referenced in 4 articles )
Showing results 1 to 4 of 4.
- Severini, Thomas A.: A nonparametric approach to measuring the sensitivity of an asset’s return to the market (2016)
- Wang, Wenwu; Lin, Lu: Derivative estimation based on difference sequence via locally weighted least squares regression (2015)
- De Brabanter, Kris; De Brabanter, Jos; De Moor, Bart; Gijbels, Irène: Derivative estimation with local polynomial fitting (2013)
- Kojadinovic, Ivan; Yan, Jun: Comparison of three semiparametric methods for estimating dependence parameters in copula models (2010)