Smoothing Parameter Selection Problem in Nonparametric Regression Based on Smoothing Spline: A Simulation Study
نویسندگان
چکیده
منابع مشابه
Gradient Based Smoothing Parameter Selection for Nonparametric Regression Estimation*
Data-driven bandwidth selection based on the gradient of an unknown regression function is considered. Uncovering gradients nonparametrically is of crucial importance across a broad range of economic environments such as determining risk premium or recovering distributions of individual preferences. The procedure developed here is shown to deliver bandwidths which have the optimal rate of conve...
متن کاملSmoothing parameter selection for smoothing splines: a simulation study
Smoothing splines are a popular method for performing nonparametric regression. Most important in the implementation of this method is the choice of the smoothing parameter. This article provides a simulation study of several smoothing parameter selection methods, including two so{called risk estimation methods. To the best of the author's knowledge, the empirical performances of these two risk...
متن کاملAsymptotic Properties of Smoothing Parameter Selection in Spline Smoothing
The asymptotic properties of smoothing parameter estimates for smoothing splines are developed. We consider a variety of estimates including Generalized Cross Validation, Generalized Maximum Likelihood, and more generally Type II ML estimates and the properties of the marginal posterior mode. Under the usual Sobolov space frequentist assumptions on the function to be estimated , consistency and...
متن کاملNonparametric regression for functional data: automatic smoothing parameter selection
We study regression estimation when the explanatory variable is functional. Nonparametric estimates of the regression operator have been recently introduced. They depend on a smoothing factor which controls its behavior, and the aim of our work is to construct some data-driven criterion for choosing this smoothing parameter. The criterion can be formulated in terms of a functional version of cr...
متن کاملModel Indexing and Smoothing Parameter Selection in Nonparametric Function Estimation
Smoothing parameter selection is among the most intensively studied subjects in nonpara-metric function estimation. A closely related issue, that of identifying a proper index for the smoothing parameter, is however largely neglected in the existing literature. Through heuris-tic arguments and simple simulations, we shall illustrate that most current working indices are conceptually \incorrect"...
متن کاملذخیره 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: Journal of Applied Sciences
سال: 2012
ISSN: 1812-5654
DOI: 10.3923/jas.2012.636.644