Abstract
Accurate estimation of an underlying function and its derivatives is one of the central problems in statistics. Parametric forms are often proposed based on the expert opinion or prior knowledge of the underlying function. However, these strict parametric assumptions may result in biased estimates when they are not completely accurate. Meanwhile, nonparametric smoothing methods, which do not impose any parametric form, are quite flexible. We propose a parametric penalized spline smoothing method, which has the same flexibility as the nonparametric smoothing methods. It also uses the prior knowledge of the underlying function by defining an additional penalty term using the distance of the fitted function to the assumed parametric function. Our simulation studies show that the parametric penalized spline smoothing method can obtain more accurate estimates of the function and its derivatives than the penalized spline smoothing method. The parametric penalized spline smoothing method is also demonstrated by estimating the human height function and its derivatives from the real data.
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Cao, J., Cai, J. & Wang, L. Estimating curves and derivatives with parametric penalized spline smoothing. Stat Comput 22, 1059–1067 (2012). https://doi.org/10.1007/s11222-011-9278-4
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DOI: https://doi.org/10.1007/s11222-011-9278-4