������ڵľֲ��ͷ������ع鷽��

Local Penalized Spline Regression Model Based on Range

??Inspired by intuitive meanings of truncated power basis'scoefficients, the local penalization based on range's linear decreasing function is givenin penalized spline regression model. This method gives less penalization to fitting curvewhere data is with more volatility, which makes fitted curve controls tradeoff betweengoodness-of-fit and smoothness better. Simulations show that regression models with localpenalized spline obtain lower information rules' scores than global penalized spline whenthe data is with heteroskedasticity.