A Simulation Study Comparing Knot Selection Methods With Equally Spaced Knots in a Penalized Regression Spline
نویسندگان
چکیده
منابع مشابه
a study on rate making and required reserves determination in reinsurance market: a simulation
reinsurance is widely recognized as an important instrument in the capital management of an insurance company as well as its risk management tool. this thesis is intended to determine premium rates for different types of reinsurance policies. also, given the fact that the reinsurance coverage of every company depends upon its reserves, so different types of reserves and the method of their calc...
Bootstrapping for Penalized Spline Regression∗†‡
We describe and contrast several different bootstrapping procedures for penalized spline smoothers. The bootstrapping procedures considered are variations on existing methods, developed under two different probabilistic frameworks. Under the first framework, penalized spline regression is considered an estimation technique to find an unknown smooth function. The smooth function is represented i...
متن کاملData - driven Selection of the Spline Dimension in Penalized Spline Regression : Supplementary Material
where μ(.) is an unknown smooth function, the i are independent and identically distributed errors, i.e. i ∼ (0, σ2 ), and the xi take values in [0, 1], for simplicity. We estimate μ(.) by some high dimensional spline of the form X(x)β + ZK(x)uK . Here, X(.) is a low dimensional basis while ZK(.) is built from truncated polynomials, i.e. we set X(x) = (1, x, x2/2!, . . . , xq/q!) and ZK(x) = ( ...
متن کاملData-driven Selection of the Spline Dimension in Penalized Spline Regression
A number of criteria exist to select the penalty in penalized spline regression, but the selection of the number of spline basis functions has received much less attention in the literature. We propose to use a maximum likelihood-based criterion to select the number of basis functions in penalized spline regression. The criterion is easy to apply and we describe its theoretical and practical pr...
متن کاملreflections on taught courses of the iranian ma program in english translation: a mixed-methods study
the issue of curriculum and syllabus evaluation and revision has been in center of attention right from when curriculum came into attention of educational institutions. thus everywhere in the world in educational institutions curricula and syllabi are evaluated and revised based on the goals, the needs, existing content, etc.. in iran any curriculum is designed in a committee of specialists and...
ذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Statistics and Probability
سال: 2014
ISSN: 1927-7040,1927-7032
DOI: 10.5539/ijsp.v3n3p96