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


WSEAS Transactions on Mathematics, vol.6, no.3, pp.477-482, 2007 (Scopus) identifier

  • Publication Type: Article / Article
  • Volume: 6 Issue: 3
  • Publication Date: 2007
  • Journal Name: WSEAS Transactions on Mathematics
  • Journal Indexes: Scopus
  • Page Numbers: pp.477-482
  • Keywords: Nonparametric regression, Risk estimation, Roughness penalty, Selection criteria, Smoothing parameter, Smoothing splines
  • Anadolu University Affiliated: Yes


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.