Smoothers and the C p , Generalized Maximum Likelihood, and Extended Exponential Criteria
平滑器与 Cp、广义最大似然及扩展指数准则
Nonparametric regression, often called smoothing, is a widely used data analysis method. The use of a smoother requires the choice of a smoothing parameter that by balancing fidelity and roughness controls how much smoothing is done. Two popular selection criteria for choosing the smoothing parameter are Cp and generalized maximum likelihood (GML). Each of these has its own problems. ForCp, the problem is its high variability, whereas for GML, the problem is its potentially…