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  • The problem of bandwidth selection for non-parametric kernel regression is considered. We will follow the Nadaraya -- Watson and local linear estimator especially. The circular design is assumed in this work to avoid the difficulties caused by boundary effects. Most of bandwidth selectors are based on the residual sum of squares (RSS). It is often observed in simulation studies that these selectors are biased toward undersmoothing. This leads to consideration of a procedure which stabilizes the RSS by modifying the periodogram of the observations. As a result of this procedure, we obtain an estimation of unknown parameters of average mean square error function (AMSE). This process is known as a plug-in method. Simulation studies suggest that the plug-in method could have preferable properties to the classical one.
  • The problem of bandwidth selection for non-parametric kernel regression is considered. We will follow the Nadaraya -- Watson and local linear estimator especially. The circular design is assumed in this work to avoid the difficulties caused by boundary effects. Most of bandwidth selectors are based on the residual sum of squares (RSS). It is often observed in simulation studies that these selectors are biased toward undersmoothing. This leads to consideration of a procedure which stabilizes the RSS by modifying the periodogram of the observations. As a result of this procedure, we obtain an estimation of unknown parameters of average mean square error function (AMSE). This process is known as a plug-in method. Simulation studies suggest that the plug-in method could have preferable properties to the classical one. (en)
Title
  • Plug-in method for nonparametric regression
  • Plug-in method for nonparametric regression (en)
skos:prefLabel
  • Plug-in method for nonparametric regression
  • Plug-in method for nonparametric regression (en)
skos:notation
  • RIV/00216224:14310/08:00025551!RIV10-MSM-14310___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(LC06024)
http://linked.open...iv/cisloPeriodika
  • 1
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
  • 386875
http://linked.open...ai/riv/idVysledku
  • RIV/00216224:14310/08:00025551
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • bandwidth selection; Fourier transform; kernel estimation; nonparametric regression (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • DE - Spolková republika Německo
http://linked.open...ontrolniKodProRIV
  • [CCEC90CB2DEA]
http://linked.open...i/riv/nazevZdroje
  • Computational Statistics
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 2008
http://linked.open...iv/tvurceVysledku
  • Koláček, Jan
http://linked.open...ain/vavai/riv/wos
  • 000252294000004
issn
  • 0943-4062
number of pages
http://localhost/t...ganizacniJednotka
  • 14310
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