The theory and application of penalized methods or Reproducing Kernel Hilbert Spaces made easy

Nancy Heckman

The popular cubic smoothing spline estimate of a regression function arises as the minimizer of the penalized sum of squares ${\sum }_j(Y_j-\mu (t_j){)}^2+\lambda {\int }_a^b[\mu "(t){]}^{2}dt$, wher…