Ouyou toukeigaku
Online ISSN : 1883-8081
Print ISSN : 0285-0370
ISSN-L : 0285-0370
On Avoidance of the Over-fitting in the B-Spline Non-parametric Regression Model
Hirokazu YanagiharaMegu Ohtaki
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2004 Volume 33 Issue 1 Pages 51-69

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Abstract
The B-spline method for scatterplot smoothing has the advantages of simplicity and time-economization in its computation over other nonparametric smoothing methods such as the kernel method, whereas it has the disadvantage of instability due to over-fitting data with a complicated trend because of the excess flexibility. In this paper, we modify this demerit of the B-spline method by introducing an information criterion for optimization of the number of knots and the smoothing parameter to avoid over-fitting.
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© By Japanese Society of Applied Statistics
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