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Description
  • Práce se zabývá některými metodami pro výběr optimální šířky okna při neparametrické regresi. (cs)
  • The problem of bandwidth selection for nonparametric kernel regression is considered. It is well recognized that the classical bandwidth selectors are subject to large sample variation. Due to the large variation, these selectors might not be very useful in practice. Most of bandwidth selectors are based on the residual sum of squares (RSS), the source of the variation is pointed out. The observation leads to consideration of a procedure which stabilizes the RSS by modifying the periodogram of the observations. We will follow the Nadaraya - Watson estimators especially. In a simulation study, it is confirmed that the stabilized bandwidth selectors perform much better than the classical selectors.
  • The problem of bandwidth selection for nonparametric kernel regression is considered. It is well recognized that the classical bandwidth selectors are subject to large sample variation. Due to the large variation, these selectors might not be very useful in practice. Most of bandwidth selectors are based on the residual sum of squares (RSS), the source of the variation is pointed out. The observation leads to consideration of a procedure which stabilizes the RSS by modifying the periodogram of the observations. We will follow the Nadaraya - Watson estimators especially. In a simulation study, it is confirmed that the stabilized bandwidth selectors perform much better than the classical selectors. (en)
Title
  • Some stabilized bandwidth selectors for nonparametric regression
  • Some stabilized bandwidth selectors for nonparametric regression (en)
  • Stabilizační metody pro hledání optimální šířky okna pro neparametrickou regresi (cs)
skos:prefLabel
  • Some stabilized bandwidth selectors for nonparametric regression
  • Some stabilized bandwidth selectors for nonparametric regression (en)
  • Stabilizační metody pro hledání optimální šířky okna pro neparametrickou regresi (cs)
skos:notation
  • RIV/00216224:14310/03:00021253!RIV08-MSM-14310___
http://linked.open.../vavai/riv/strany
  • 65-68
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • Z(MSM 143100001)
http://linked.open...iv/cisloPeriodika
  • 12
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 627795
http://linked.open...ai/riv/idVysledku
  • RIV/00216224:14310/03:00021253
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Kernel regression; bandwidth selector; Nadaraya - Watson estimators; periodogram (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • SK - Slovenská republika
http://linked.open...ontrolniKodProRIV
  • [B475747A037B]
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
  • Koláček, Jan
http://linked.open...n/vavai/riv/zamer
issn
  • 1335-3632
number of pages
http://localhost/t...ganizacniJednotka
  • 14310
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