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@article{1082014, author = {Koláček, Jan and Horová, Ivanka}, article_number = {2}, keywords = {kernel regression; bandwidth selection; iterative method}, language = {eng}, issn = {0975-1262}, journal = {Journal of Statistics: Advances in Theory and Applications}, title = {Iterative bandwidth method for kernel regression}, volume = {8}, year = {2012} }
TY - JOUR ID - 1082014 AU - Koláček, Jan - Horová, Ivanka PY - 2012 TI - Iterative bandwidth method for kernel regression JF - Journal of Statistics: Advances in Theory and Applications VL - 8 IS - 2 SP - 91-103 EP - 91-103 PB - Scientific Advances Publishers SN - 09751262 KW - kernel regression KW - bandwidth selection KW - iterative method N2 - 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. ER -
KOLÁČEK, Jan and Ivanka HOROVÁ. Iterative bandwidth method for kernel regression. \textit{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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