Selection of Optimal Smoothing Parameters in Mixed Estimator of Kernel and Fourier Series in Semiparametric Regression

Abstract

Abstract In this article, we propose a new method of selecting smoothing parameters in semiparametric regression. This method is used in semiparametric regression estimation where the nonparametric component is partially approximated by multivariable Fourier Series and partly approached by multivariable Kernel. Selection of smoothing parameters using the method with Generalized Cross-Validation (GCV). To see the performance of this method, it is then applied to the data drinking water quality sourced from Regional Drinking Water Company (PDAM) Surabaya by using Fourier Series with trend and Gaussian Kernel. The results showed that this method contributed a good performance in selecting the optimal smoothing parameters.