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A Generalized Cp Criterion for Derivative Estimation

Summary: [This abstract is based on the authors' abstract.] The values chosen for tuning parameters affect the performance of a nonparametric regression method. Relatively few studies have addressed selecting a tuning parameter for derivative estimation. This article proposes a generalized Cp criterion for tuning parameter selection. This criterion is useful for any nonparametric regression method with linearly estimated derivatives in the observed responses. Simulation studies supporting the method and theoretical justification are supplied, as is a practical application in analytic chemistry.

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  • Topics: Statistics
  • Keywords: Nonparametric methods, Parameters, Pattern recognition, Regression
  • Author: Charnigo, Richard; Hall, Benjamin; Srinivasan, Cidambi
  • Journal: Technometrics