Smoothing Parameter Selection for Nonparametric Regression Using Smoothing Spline

AYDIN D., MEMMEDLİ M., OMAY R. E.

EUROPEAN JOURNAL OF PURE AND APPLIED MATHEMATICS, vol.6, no.2, pp.222-238, 2013 (ESCI) identifier

  • Publication Type: Article / Article
  • Volume: 6 Issue: 2
  • Publication Date: 2013
  • Journal Name: EUROPEAN JOURNAL OF PURE AND APPLIED MATHEMATICS
  • Journal Indexes: Emerging Sources Citation Index (ESCI)
  • Page Numbers: pp.222-238
  • Keywords: Nonparametric regression, Smoothing spline, Smoothing parameter, Selection criteria, Generalized cross validation
  • Anadolu University Affiliated: Yes

Abstract

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.