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Posts feedBack to the future with Whittaker smoothing
Many actuaries will be familiar with Whittaker smoothing (1923) but few will be aware of the close connection between this early method and the method of P-splines.
Written by: Iain CurrieTags: Filter information matrix by tag: Whittaker smoothing, Filter information matrix by tag: splines, Filter information matrix by tag: P-splines, Filter information matrix by tag: penalty function