Abstract

ABSTRACTThe 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) 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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