Publication:
Statistics and Computing
Author:
Luo Xiao, Cai Li, William Checkley, Ciprian Crainiceanu
[doi:10.1007/s11222-017-9744-8]
HBGDki Topics:
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This is a generalized version of bivariate P-splines for covariance smoothing of sparse functional or longitudinal data. It uses tensor product B-spline basis functions and employs a differencing penalty on the associated parameter matrix. The only smoothing parameter in the method is selected by leave-one-subject-out cross-validation and is implemented with a fast algorithm.