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  • Nonparametric density estimates attempt to reconstruct the probability density from which a random sample has come. A large part of the literature on density estimation is concerned with the issue of how to choose the degree of smoothness of the estimate. This paper describes the principle of maximal smoothing. The formula for asymptotically optimal bandwidth $h_f$ with respect to MISE is well-known. This formula depends on $\integral(f^{(k)}(x))^2dx$ reciprocally, where $f$ is an unknown probability density function. Our goal will be to make this integral as small as possible. Then we obtain the upper boundary for the bandwidth. The prsented paper is dealing with this procedure.
  • Nonparametric density estimates attempt to reconstruct the probability density from which a random sample has come. A large part of the literature on density estimation is concerned with the issue of how to choose the degree of smoothness of the estimate. This paper describes the principle of maximal smoothing. The formula for asymptotically optimal bandwidth $h_f$ with respect to MISE is well-known. This formula depends on $\integral(f^{(k)}(x))^2dx$ reciprocally, where $f$ is an unknown probability density function. Our goal will be to make this integral as small as possible. Then we obtain the upper boundary for the bandwidth. The prsented paper is dealing with this procedure. (en)
Title
  • Maximal Smoothing
  • Maximal Smoothing (en)
skos:prefLabel
  • Maximal Smoothing
  • Maximal Smoothing (en)
skos:notation
  • RIV/00216224:14310/03:00058746!RIV13-MSM-14310___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • Z(MSM 143100001)
http://linked.open...iv/cisloPeriodika
  • 2
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
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http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 614536
http://linked.open...ai/riv/idVysledku
  • RIV/00216224:14310/03:00058746
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  • Kernel; density; estimate; bandwidth; maximal smoothing principle (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • SK - Slovenská republika
http://linked.open...ontrolniKodProRIV
  • [AA84BBF7636D]
http://linked.open...i/riv/nazevZdroje
  • Journal of Electrical Engineering
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 54
http://linked.open...iv/tvurceVysledku
  • Řezáč, Martin
http://linked.open...n/vavai/riv/zamer
issn
  • 1335-3632
number of pages
http://localhost/t...ganizacniJednotka
  • 14310
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