Detailed Information on Publication Record

KOLÁČEK, Jan and Ivanka HOROVÁ. Iterative bandwidth method for kernel regression. Journal of Statistics: Advances in Theory and Applications. Scientific Advances Publishers, 2012, vol. 8, No 2, p. 91-103. ISSN 0975-1262.

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Basic information
Original name	Iterative bandwidth method for kernel regression
Authors	KOLÁČEK, Jan (203 Czech Republic, guarantor, belonging to the institution) and Ivanka HOROVÁ (203 Czech Republic, belonging to the institution).
Edition	Journal of Statistics: Advances in Theory and Applications, Scientific Advances Publishers, 2012, 0975-1262.

Other information
Original language	English
Type of outcome	Article in a journal
Field of Study	10101 Pure mathematics
Country of publisher	India
Confidentiality degree	is not subject to a state or trade secret
RIV identification code	RIV/00216224:14310/12:00062860
Organization unit	Faculty of Science
Keywords in English	kernel regression; bandwidth selection; iterative method
Tags	AKR, rivok
Tags	International impact, Reviewed
Changed by	Changed by: doc. Mgr. Jan Koláček, Ph.D., učo 19999. Changed: 7/3/2013 10:36.

Abstract
The aim of the contribution is to extend the idea of an iterative method known for a kernel density estimate to kernel regression. The method is based on a~suitable estimate of the mean integrated square error. This approach leads to an iterative quadratically convergent process. We conduct a~simulation study comparing the proposed method with the well-known cross-validation method. Results are implemented in Matlab.

Abstract

The aim of the contribution is to extend the idea of an iterative method known for a kernel density estimate to kernel regression. The method is based on a~suitable estimate of the mean integrated square error. This approach leads to an iterative quadratically convergent process. We conduct a~simulation study comparing the proposed method with the well-known cross-validation method. Results are implemented in Matlab.