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@inbook{1123279, author = {Hasilová, Kamila and Horová, Ivanka and Koláček, Jan}, address = {Athens}, booktitle = {Theoretical and Applied Issues in Statistics and Demography}, editor = {C H Skiadas}, keywords = {kernel density estimation; iterative method; integrated square error}, howpublished = {tištěná verze "print"}, language = {eng}, location = {Athens}, isbn = {978-618-81257-7-3}, pages = {33-46}, publisher = {International Society for the Advancement of Science and Technology (ISAST)}, title = {Bandwidth matrix selectors for multivariate kernel density estimation}, year = {2014} }
TY - CHAP ID - 1123279 AU - Hasilová, Kamila - Horová, Ivanka - Koláček, Jan PY - 2014 TI - Bandwidth matrix selectors for multivariate kernel density estimation VL - Neuveden PB - International Society for the Advancement of Science and Technology (ISAST) CY - Athens SN - 9786188125773 KW - kernel density estimation KW - iterative method KW - integrated square error N2 - 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. ER -
HASILOVÁ, Kamila, Ivanka HOROVÁ and Jan KOLÁČEK. Bandwidth matrix selectors for multivariate kernel density estimation. In C H Skiadas. \textit{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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