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  • In the present paper we focus on the problem of the bandwidth choice for the kernel density estimates. The problem of finding the optimal bandwidth belongs to the crucial problems of the kernel estimates. As a criterion of quality of the estimates the L2 type measure is used. A special iterative method based on a relevant estimation of mean integrated square error given in papers Müller and Wang (Prob. Theor. Relat. Fields 85:523-538, 1990), Jones et al. (Ann. Stat. 19:1919-1932, 1991) is suggested. Moreover the idea of maximal smoothing principle (Terrell in JASA 85:470-477, 1990) is extended to the higher order kernels. A simulation study brings a comparison of the proposed method and the cross-validation method.
  • In the present paper we focus on the problem of the bandwidth choice for the kernel density estimates. The problem of finding the optimal bandwidth belongs to the crucial problems of the kernel estimates. As a criterion of quality of the estimates the L2 type measure is used. A special iterative method based on a relevant estimation of mean integrated square error given in papers Müller and Wang (Prob. Theor. Relat. Fields 85:523-538, 1990), Jones et al. (Ann. Stat. 19:1919-1932, 1991) is suggested. Moreover the idea of maximal smoothing principle (Terrell in JASA 85:470-477, 1990) is extended to the higher order kernels. A simulation study brings a comparison of the proposed method and the cross-validation method. (en)
Title
  • Contribution to the bandwidth choice for kernel density estimates
  • Contribution to the bandwidth choice for kernel density estimates (en)
skos:prefLabel
  • Contribution to the bandwidth choice for kernel density estimates
  • Contribution to the bandwidth choice for kernel density estimates (en)
skos:notation
  • RIV/00216224:14310/07:00020240!RIV10-GA0-14310___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/04/1308)
http://linked.open...iv/cisloPeriodika
  • 1
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
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  • 414986
http://linked.open...ai/riv/idVysledku
  • RIV/00216224:14310/07:00020240
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Iterative method Kernel Smoothing parameter (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • CZ - Česká republika
http://linked.open...ontrolniKodProRIV
  • [038C1B0BA6A5]
http://linked.open...i/riv/nazevZdroje
  • Computational Statistics
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http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 22
http://linked.open...iv/tvurceVysledku
  • Horová, Ivanka
  • Zelinka, Jiří
http://linked.open...ain/vavai/riv/wos
  • 000246109300003
issn
  • 0943-4062
number of pages
http://localhost/t...ganizacniJednotka
  • 14310
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