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@article{1123280, author = {Koláček, Jan and Horová, Ivanka}, article_number = {5}, doi = {http://dx.doi.org/10.1080/03610926.2013.864770}, keywords = {kernel regression; bandwidth selection; iterative method}, language = {eng}, issn = {0361-0926}, journal = {Communications in Statistics - Theory and Methods}, title = {Selection of bandwidth for kernel regression}, volume = {45}, year = {2016} }
TY - JOUR ID - 1123280 AU - Koláček, Jan - Horová, Ivanka PY - 2016 TI - Selection of bandwidth for kernel regression JF - Communications in Statistics - Theory and Methods VL - 45 IS - 5 SP - 1487-1500 EP - 1487-1500 PB - Marcel Dekker SN - 03610926 KW - kernel regression KW - bandwidth selection KW - iterative method N2 - The most important factor in kernel regression is a choice of a bandwidth. Considerable attention has been paid to extension the idea of an iterative method known for a kernel density estimate to kernel regression. Data-driven selectors of the bandwidth for kernel regression are considered. The proposed method is based on an optimally balanced relation between the integrated variance and the integrated square bias. This approach leads to an iterative quadratically convergent process. The analysis of statistical properties shows the rationale of the proposed method. In order to see statistical properties of this method the consistency is determined. The utility of the method is illustrated through a simulation study and real data applications. ER -
KOLÁČEK, Jan a Ivanka HOROVÁ. Selection of bandwidth for kernel regression. \textit{Communications in Statistics - Theory and Methods}. Marcel Dekker, 2016, roč.~45, č.~5, s.~1487-1500. ISSN~0361-0926. Dostupné z: https://dx.doi.org/10.1080/03610926.2013.864770.
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