Smoothing parameter selection method for multiresponse nonparametric regression model using smoothing spline and Kernel estimators approaches

B. Lestari, Fatmawati, I. N. Budiantara, N. Chamidah

Research output: Contribution to journalConference articlepeer-review

30 Citations (Scopus)

Abstract

The principle problem in multiresponse nonparametric regression model is how we estimate the regression functions which draw association between some dependent (response) variables and some independent (predictor) variables where there are correlations between responses. There are many techniques used to estimate the regression function. Two of them are spline and kernel smoothing techniques. Speaking about smoothing techniques, not only in uniresponse spline and kernel nonparametric regression models but also in multiresponse spline and kernel nonparametric regression models, the estimations of regression functions depend on smoothing parameters. In the privious researches the covariance matrices were assumed to be known. Matrix of covariance is not assumed known in this research. The goals of this research are selecting of optimal smoothing parameters for the model we consider through spline and kernel smoothing techniques. Optimal smoothing parameters can be obtained by taking the solution to generalized cross validation (GCV) optimization problem. The obtained results of this research are the optimal smoothing parameter for smoothing spline estimator approach and the optimal smoothing parameter namely optimal bandwidth for kernel estimator approach.

Original languageEnglish
Article number012064
JournalJournal of Physics: Conference Series
Volume1397
Issue number1
DOIs
Publication statusPublished - 19 Dec 2019
Event6th International Conference on Research, Implementation, and Education of Mathematics and Science, ICRIEMS 2019 - Yogyakarta, Indonesia
Duration: 12 Jul 201913 Jul 2019

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