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|Type:||Artigo de periódico|
|Title:||Prior Selection By An Adaptive Smoothing Splines Approach|
|Abstract:||Under the context of empirical bayes a prior density estimate is obtained by using B-splines. In this approach, there are two smoothing parameters, the number of basis functions and usual regularization parameter found in the context of penalized least squares problem. An algorithm is provided to get estimates of the two parameter as well as the prior density. © 1998 VSP.|
|Appears in Collections:||Unicamp - Artigos e Outros Documentos|
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