Direct Determination of Smoothing Parameter for Penalized Spline Regression
نویسندگان
چکیده
منابع مشابه
Use of Two Smoothing Parameters in Penalized Spline Estimator for Bi-variate Predictor Non-parametric Regression Model
Penalized spline criteria involve the function of goodness of fit and penalty, which in the penalty function contains smoothing parameters. It serves to control the smoothness of the curve that works simultaneously with point knots and spline degree. The regression function with two predictors in the non-parametric model will have two different non-parametric regression functions. Therefore, we...
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where Ni are known nonlinear functionals, g = (g1, · · · , gr) are unknown functions, and 2i iid ∼ N(0, σ) are random errors. Without loss of generality, we assume that r = 2. As in O’Sullivan (1990), we express design points x explicitly in the functional Ni: Ni(g1, g2) = η(g1, g2; xi), where η is a known nonlinear functional. In the following sections, η(g1, g2; x) is sometimes also represent...
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ژورنال
عنوان ژورنال: Journal of Probability and Statistics
سال: 2014
ISSN: 1687-952X,1687-9538
DOI: 10.1155/2014/203469