The spline smoothing approach to nonparametric regression is considered, with particular reference to the problem of choosing how much to smooth. Both computational and statistical aspects of the ...

We also propose a generalized cross-validation type of criterion for the selection of the tuning parameter in the penalized least squares. Simulations and an application in financial econometrics ...

Parametric versus Semi/nonparametric Regression Models Course Topics Linear models, generalized linear models, and nonlinear models are examples of parametric regression models because we know the ...