The smoothing parameter selection problem in smoothing spline regression for different data sets

AYDIN D., OMAY R. E.

WSEAS Transactions on Mathematics, cilt.6, sa.3, ss.477-482, 2007 (Scopus) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 6 Sayı: 3
  • Basım Tarihi: 2007
  • Dergi Adı: WSEAS Transactions on Mathematics
  • Derginin Tarandığı İndeksler: Scopus
  • Sayfa Sayıları: ss.477-482
  • Anahtar Kelimeler: Nonparametric regression, Risk estimation, Roughness penalty, Selection criteria, Smoothing parameter, Smoothing splines
  • Anadolu Üniversitesi Adresli: Evet

Özet

This paper studies smoothing parameter selection problem in nonparametric regression based on smoothing spline method for different data sets. For this aim, a Monte Carlo simulation study was performed. This simulation study provides a comparison of the five popular selection criteria called as cross-validation (CV), generalized cross-validation (GCV), improved Akaike information criterion (AICc), Mallows' Cp and risk estimation using classical pilots (RCP). Empirical performances of five selection criteria were examined for this simulation and the most suitable one was selected accordingly.