Knot-Placement to Avoid over Fitting in B-Spline Scedastic Smoothing

This article deals with knot-placement in B-spline scedastic smoothing. We commonly fit B-spline using knots between which each interval is the same width. The number of knots is selected by applying an information criterion with an optimization algorithm. In order to avoid over fitting with this me...

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Bibliographic Details
Published in:Communications in statistics. Simulation and computation 2003-01, Vol.32 (3), p.771-785
Main Authors: Yanagihara, Hirokazu, Ohtaki, Megu
Format: Article
Language:English
Subjects:
Equidistant arrangement
Equipotent arrangement
Exact sciences and technology
Information criterion
Linear inference, regression
Mathematics
Nonparametric regression
Numerical analysis
Numerical analysis. Scientific computation
Numerical approximation
Numerical methods in probability and statistics
Optimization algorithm
Probability and statistics
Sciences and techniques of general use
Smoothing parameter
Statistics
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Summary:This article deals with knot-placement in B-spline scedastic smoothing. We commonly fit B-spline using knots between which each interval is the same width. The number of knots is selected by applying an information criterion with an optimization algorithm. In order to avoid over fitting with this method, we consider other arrangements based on the number of sample points in each interval. We choose knots such that each interval contains about the same number of samples. These knot placement schemes are compared through the Monte Carlo simulation.
ISSN:0361-0918
1532-4141
DOI:10.1081/SAC-120017861