Canadian Journal of Statistics

Smoothing parameter selection methods for nonparametric regression with spatially correlated errors

Journal Article


When spatial data are correlated, currently available data‐driven smoothing parameter selection methods for nonparametric regression will often fail to provide useful results. The authors propose a method that adjusts the generalized cross‐validation criterion for the effect of spatial correlation in the case of bivariate local polynomial regression. Their approach uses a pilot fit to the data and the estimation of a parametric covariance model. The method is easy to implement and leads to improved smoothing parameter selection, even when the covariance model is misspecified. The methodology is illustrated using water chemistry data collected in a survey of lakes in the Northeastern United States.

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