Abstract
Abstract : The report presents classes of prior distributions for which the Bayes' estimate of an unknown function given certain observations is a spline function. (Author)
Keywords
MathematicsSmoothingEstimationBayesian probabilityApplied mathematicsSmoothing splineEconometricsBayes estimatorStatisticsEconomics
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Publication Info
- Year
- 1970
- Type
- article
- Volume
- 41
- Issue
- 2
- Pages
- 495-502
- Citations
- 947
- Access
- Closed
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Cite This
George Kimeldorf,
Grace Wahba
(1970).
A Correspondence Between Bayesian Estimation on Stochastic Processes and Smoothing by Splines.
The Annals of Mathematical Statistics
, 41
(2)
, 495-502.
https://doi.org/10.1214/aoms/1177697089
Identifiers
- DOI
- 10.1214/aoms/1177697089