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Statements

Subject Item
n2:RIV%2F00216224%3A14310%2F07%3A00020240%21RIV10-GA0-14310___
rdf:type
n17:Vysledek skos:Concept
dcterms:description
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.
dcterms:title
Contribution to the bandwidth choice for kernel density estimates Contribution to the bandwidth choice for kernel density estimates
skos:prefLabel
Contribution to the bandwidth choice for kernel density estimates Contribution to the bandwidth choice for kernel density estimates
skos:notation
RIV/00216224:14310/07:00020240!RIV10-GA0-14310___
n3:aktivita
n18:P
n3:aktivity
P(GA402/04/1308)
n3:cisloPeriodika
1
n3:dodaniDat
n16:2010
n3:domaciTvurceVysledku
n4:2811294 n4:5407656
n3:druhVysledku
n6:J
n3:duvernostUdaju
n9:S
n3:entitaPredkladatele
n11:predkladatel
n3:idSjednocenehoVysledku
414986
n3:idVysledku
RIV/00216224:14310/07:00020240
n3:jazykVysledku
n13:eng
n3:klicovaSlova
Iterative method Kernel Smoothing parameter
n3:klicoveSlovo
n12:Iterative%20method%20Kernel%20Smoothing%20parameter
n3:kodStatuVydavatele
CZ - Česká republika
n3:kontrolniKodProRIV
[038C1B0BA6A5]
n3:nazevZdroje
Computational Statistics
n3:obor
n15:BB
n3:pocetDomacichTvurcuVysledku
2
n3:pocetTvurcuVysledku
2
n3:projekt
n14:GA402%2F04%2F1308
n3:rokUplatneniVysledku
n16:2007
n3:svazekPeriodika
22
n3:tvurceVysledku
Horová, Ivanka Zelinka, Jiří
n3:wos
000246109300003
s:issn
0943-4062
s:numberOfPages
17
n10:organizacniJednotka
14310