Some characteristics on the selection of spline smoothing parameter |
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Authors: | Chun-Shu Chen Yi-Tsz Huang |
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Institution: | 1. Institute of Statistics and Information Science, National Changhua University of Education, Changhua, Taiwan;2. Department of Mathematics, National Changhua University of Education, Changhua, Taiwan |
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Abstract: | The smoothing spline method is used to fit a curve to a noisy data set, where selection of the smoothing parameter is essential. An adaptive Cp criterion (Chen and Huang 2011 Chen, C. S., and H. C. Huang. 2011. An improved Cp criterion for spline smoothing. Journal of Statistical Planning and Inference 141:445–52.Crossref], Web of Science ®] , Google Scholar]) based on the Stein’s unbiased risk estimate has been proposed to select the smoothing parameter, which not only considers the usual effective degrees of freedom but also takes into account the selection variability. The resulting fitted curve has been shown to be superior and more stable than commonly used selection criteria and possesses the same asymptotic optimality as Cp. In this paper, we further discuss some characteristics on the selection of smoothing parameter, especially for the selection variability. |
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Keywords: | Non parametric regression selection variability smoothing spline Stein’s unbiased risk estimate |
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