Common Structure of Techniques for Choosing Smoothing Parameters in Regression Problems
- 1 January 1987
- journal article
- research article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 49 (2) , 184-198
- https://doi.org/10.1111/j.2517-6161.1987.tb01690.x
Abstract
SUMMARY: Two general methods have been used for choosing the degree of smoothing in both linear ridge-regression and nonparametric regression. One is based on a criterion of minimum risk and the other is based on a measure of fit to the data as summarised by a statistic based on the residuals. The comparative effects of these two approaches are investigated and one popular version of the second method is shown to oversmooth quite drastically. The work also generates alternative suggestions for data-based smoothing prescriptions, and elucidates the heuristic argument of Wahba (1983).This publication has 14 references indexed in Scilit:
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