Conditional Density Estimations

KONEČNÁ, Kateřina, Ivanka HOROVÁ and Jan KOLÁČEK. Conditional Density Estimations. In C H Skiadas. Theoretical and Applied Issues in Statistics and Demography. Athens: International Society for the Advancement of Science and Technology (ISAST), 2014, p. 15-31. ISBN 978-618-81257-7-3.

Basic information

Original name

Conditional Density Estimations

Name in Czech

Odhady podmíněných hustot

Authors

KONEČNÁ, Kateřina (203 Czech Republic, belonging to the institution), Ivanka HOROVÁ (203 Czech Republic, guarantor, belonging to the institution) and Jan KOLÁČEK (203 Czech Republic, belonging to the institution)

Edition

Athens, Theoretical and Applied Issues in Statistics and Demography, p. 15-31, 17 pp. 2014

Publisher

International Society for the Advancement of Science and Technology (ISAST)

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Other information

Language

English

Type of outcome

Kapitola resp. kapitoly v odborné knize

Field of Study

10101 Pure mathematics

Country of publisher

Greece

Confidentiality degree

není předmětem státního či obchodního tajemství

Publication form

printed version "print"

RIV identification code

RIV/00216224:14310/14:00074717

Organization unit

Faculty of Science

ISBN

978-618-81257-7-3

Keywords (in Czech)

jádrové vyhlazování; podmíněná hustota; volba vyhlazovacích parametrů

Keywords in English

kernel smoothing; conditional density; bandwidth selection

Tags

AKR, rivok

Tags

International impact, Reviewed

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Abstract

V originále

The crucial problem of kernel estimation is the choice of bandwidths. There exist many methods for choosing bandwidths. In this paper a new method, called the iterative method, will be introduced. The main idea of the proposed method is based on the estimation of asymptotic mean integrated square error (AMISE). The method is compared with the cross-validation method by using a simulation study and a real data set.