Abstract #301125

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JSM 2002 Abstract #301125
Activity Number: 295
Type: Invited
Date/Time: Wednesday, August 14, 2002 : 10:30 AM to 12:20 PM
Sponsor: Noether Award Committee
Abstract - #301125
Title: Choosing Smoothness Parameters for Smoothing Splines by Minimizing an Estimate of Risk
Author(s): Rafael Irizarry*+
Affiliation(s): Johns Hopkins University
Address: 615 N. Wolfe E3132, Baltimore, Maryland, 21205, USA
Keywords: Non-parametric smoothing ; REACT estimators ; Smoothing splines ; Smoothness parameter
Abstract:

Smoothing splines are a popular approach for non-parametric regression problems. In this paper, we make a connection between smoothing splines and REACT estimators, which has an elegant presentation in the context of a regular-time series-periodic signal, plus noise model. In the smoothing spline methodology, choosing an appropriate smoothness parameter is an important step in practice. This connection provides motivation for the creation of criteria for choosing the smoothness parameter. The new criteria are compared to three existing methods--namely, cross-validation, generalized cross-validation, and generalization of maximum likelihood criteria, by a Monte Carlo simulation and by an example with real data. For many of the situations presented in the simulations, the new criteria out-perform the three existing criteria.

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