Smoothing Parameter Selection for Nonparametric Regression Using Smoothing Spline

AYDIN D., MEMMEDLİ M., OMAY R. E.

EUROPEAN JOURNAL OF PURE AND APPLIED MATHEMATICS, cilt.6, sa.2, ss.222-238, 2013 (ESCI) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 6 Sayı: 2
  • Basım Tarihi: 2013
  • Dergi Adı: EUROPEAN JOURNAL OF PURE AND APPLIED MATHEMATICS
  • Derginin Tarandığı İndeksler: Emerging Sources Citation Index (ESCI)
  • Sayfa Sayıları: ss.222-238
  • Anahtar Kelimeler: Nonparametric regression, Smoothing spline, Smoothing parameter, Selection criteria, Generalized cross validation
  • Anadolu Üniversitesi Adresli: Evet

Özet

In this paper, the smoothing parameter selection problem has been examined in respect to a smoothing spline implementation in predicting nonparametric regression models. For this purpose, a simulation study has been performed by using a program written in MATLAB. The simulation study provides a comparison of the nine smoothing parameter selection methods. In this connection, 500 replications have been performed in simulation for sample sets with different sizes. Thus, the appropriate selection criteria are provided for a suitable smoothing parameter selection.