Asymptotic comparison factors for smoothing parameter choices in regression problems

Jim Kay

Statistics & Probability Letters, 1992, vol. 15, issue 4, 329-335

Abstract: We present a theoretical comparison of a number of different choices of the smoothing parameter within a general regression framework. Asymptotic formulae are derived which provide a generalisation of some results reported in Hall and Titterington (1987). This leads to the development of asymptotic comparison factors which do not depend on the unknown model parameters and which therefore may be utilised to correct sub-optimal choices.

Keywords: Regression; smoothing; parameter; optimal; smoothing; generalised; singular; value; decomposition; asymptotic; comparison; factor; regularisation. (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (1)

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