HASILOVÁ, Kamila, Ivanka HOROVÁ and Jan KOLÁČEK. Bandwidth matrix selectors for multivariate kernel density estimation. 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. 33-46. ISBN 978-618-81257-7-3.
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Basic information
Original name Bandwidth matrix selectors for multivariate kernel density estimation
Authors HASILOVÁ, Kamila (203 Czech Republic, guarantor), Ivanka HOROVÁ (203 Czech Republic, 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. 33-46, 14 pp. 2014.
Publisher International Society for the Advancement of Science and Technology (ISAST)
Other information
Original language English
Type of outcome Chapter(s) of a specialized book
Field of Study 10101 Pure mathematics
Country of publisher Greece
Confidentiality degree is not subject to a state or trade secret
Publication form printed version "print"
RIV identification code RIV/00216224:14310/14:00074755
Organization unit Faculty of Science
ISBN 978-618-81257-7-3
Keywords in English kernel density estimation; iterative method; integrated square error
Tags AKR, rivok
Tags International impact, Reviewed
Changed by Changed by: Mgr. Kamila Hasilová, Ph.D., učo 63985. Changed: 20/3/2015 13:22.
Abstract
Multivariate kernel density estimators have become a common tool for empirical studies. These estimators depend on the choice of a crucial parameter -- the bandwidth matrix. In this paper, we propose an extension of the iterative method for finding the bandwidth matrix not only for density estimation but also for estimating its derivatives. This procedure is illustrated by a simulation study and two real data sets.
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