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@proceedings{1203380, author = {Koláček, Jan and Horová, Ivanka}, booktitle = {SMTDA Book of abstracts 2014.}, keywords = {multivariate kernel regression; constrained bandwidth matrix; MSE}, language = {eng}, title = {Bandwidth matrix selectors for multivariate kernel regression}, year = {2014} }
TY - CONF ID - 1203380 AU - Koláček, Jan - Horová, Ivanka PY - 2014 TI - Bandwidth matrix selectors for multivariate kernel regression KW - multivariate kernel regression KW - constrained bandwidth matrix KW - MSE N2 - The most important factor in multivariate kernel regression is a choice of a bandwidth matrix. This choice is particularly important, because of its role in controlling both the amount and the direction of multivariate smoothing. Considerable attention has been paid to constrained parameterization of the bandwidth matrix such as a diagonal matrix. The proposed method is based on an optimally balanced relation between the integrated variance and the integrated squared bias. The utility of the method is illustrated through a simulation study and real data applications. ER -
KOLÁČEK, Jan a Ivanka HOROVÁ. Bandwidth matrix selectors for multivariate kernel regression. In \textit{SMTDA Book of abstracts 2014.}. 2014.
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