Iterative bandwidth method for kernel regression

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.

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

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Other information

Language

English

Type of outcome

Článek v odborném periodiku

Field of Study

10101 Pure mathematics

Country of publisher

India

Confidentiality degree

není předmětem státního či obchodního tajemství

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

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Abstract

V originále

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.