The cross-validation method in the smoothing spline regression.

Abstract. One of the goals, in the context of nonparametric regression by smoothing spline functions, is to choose the optimal value for the smoothing parameter. In this paper, we deal with the cross validation method(CV), as a performance criteria for smoothing parameter selection. First, we implement a CV-based algorithm, in Matlab 6.5 medium and we apply it on a test function, in order to emphase the quality of the fitting by the CV-smoothing spline function. Then, we fit some real data with this kind of function.