A generalized Cp criterion for derivative estimation

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32 Scopus citations


The performance of a nonparametric regression method depends on the values chosen for one or more tuning parameters. Although much attention has been given to tuning parameter selection for recovering a mean response function, comparatively few studies have addressed tuning parameter selection for derivative estimation, and most of these studies have focused on a specific nonparametric regression method such as kernel smoothing. In this article, we propose using a generalized Cp (GCp) criterion to select tuning parameters for derivative estimation. This approach can be used with any nonparametric regression method that estimates derivatives linearly in the observed responses, including but not limited to kernel smoothing, local regression, and smoothing splines. The GCp criterion is a proxy for the unobservable sum of squared errors in estimating the derivative, and, thus, one can better estimate the derivative by selecting tuning parameters at which GCp is small. We provide both empirical support for GCp through simulation studies and theoretical justification in the form of an asymptotic efficiency result. We also describe a motivating practical application in analytic chemistry and assess the capabilities of GCp in that context. Supplementary materials for this article are available with the on-line journal.

Original languageEnglish
Pages (from-to)238-253
Number of pages16
Issue number3
StatePublished - Aug 2011

Bibliographical note

Funding Information:
This material is based upon work supported by the National Science Foundation under grant DMS-0706857. Any opinions, findings, and conclusions or recommendations expressed in this material are those of the authors and do not necessarily reflect the views of the National Science Foundation. We thank Professor Grace Wahba for calling a relevant reference to our attention.


  • Analytic chemistry
  • Nonparametric regression
  • Pattern recognition
  • Raman spectroscopy
  • Tuning parameter

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation
  • Applied Mathematics


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