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Cox, Dennis D. Chang, Yue-Fang 2011-05-07T14:25:23Z 2011-05-07T14:25:23Z 10000-01-01 1991 Recursive methods for solving the nonparametric regression problem in the GLIMs and computing the Best Linear Unbiased Predictors are discussed here. An iterated state space algorithm is introduced to compute the generalized smoothing spline estimate, and it is especially useful in calculating the leave-one-out estimates. Two cross validation functions (Kullback-Leibler and least squares cross validation) for estimating the smoothing parameter in the generalized smoothing splines are discussed. The simulation results showed that these two cross validation functions performed quite well. Best Linear Unbiased Predictors can be used to predict the values of a random function from the observed values. It is of interest to have an efficient algorithm to compute the predictions when observations are taken sequentially, rather than performing the linear algebra from the beginning. An updatable algorithm, which is based on combining the updating procedures of Cholesky and Q-R decomposition, is introduced to compute the predictions and mean squared error of the predictions when more observations are taken. Made available in DSpace on 2011-05-07T14:25:23Z (GMT). No. of bitstreams: 2 license.txt: 4922 bytes, checksum: 910b249b4beec47e7ab768910c8f966f (MD5) 9124392.pdf: 6698689 bytes, checksum: a98670afb57065ffc698f79fb1cd7050 (MD5) Previous issue date: 1991 Item marked as restricted to the 'UIUC Users [automated]' Group (id=2) by Howard Ding (hding2@illinois.edu) on 2011-05-07T15:06:32Z Item is restricted indefinitely. Restriction data tranferred 2014-07-01T11:31:57-05:00 Original Data Group with Access UIUC Users [automated] Release Date: none Reason: ETDs are only available to UIUC Users without author permission ETDs are only available to UIUC Users without author permission U of I Only AAI9124392 (UMI)AAI9124392 http://hdl.handle.net/2142/23742 eng Copyright 1991 Chang, Yue-Fang Statistics Recursive methods for statistical prediction with applications text Statistics Statistics University of Illinois at Urbana-Champaign Dissertation Ph.D.