KOLÁČEK, Jan and Ivanka HOROVÁ. Bandwidth matrix selectors for kernel regression. Computational Statistics. HEIDELBERG, GERMANY: SPRINGER HEIDELBERG, 2017, vol. 32, No 3, p. 1027-1046. ISSN 0943-4062. doi:10.1007/s00180-017-0709-3.
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Basic information
Original name Bandwidth matrix selectors for kernel regression
Authors KOLÁČEK, Jan (203 Czech Republic, guarantor, belonging to the institution) and Ivanka HOROVÁ (203 Czech Republic, belonging to the institution).
Edition Computational Statistics, HEIDELBERG, GERMANY, SPRINGER HEIDELBERG, 2017, 0943-4062.
Other information
Original language English
Type of outcome Article in a journal
Field of Study 10103 Statistics and probability
Country of publisher United States of America
Confidentiality degree is not subject to a state or trade secret
WWW URL
Impact factor Impact factor: 0.828
RIV identification code RIV/00216224:14310/17:00094524
Organization unit Faculty of Science
Doi http://dx.doi.org/10.1007/s00180-017-0709-3
UT WoS 000406683400010
Keywords in English multivariate kernel regression; constrained bandwidth matrix; kernel smoothing; mean integrated square error
Tags NZ, rivok
Tags International impact, Reviewed
Changed by Changed by: Ing. Nicole Zrilić, učo 240776. Changed: 29/3/2018 10:06.
Abstract
Choosing a bandwidth matrix belongs to the class of significant problems in multivariate kernel regression. The problem consists of the fact that a theoretical optimal bandwidth matrix depends on the unknown regression function which to be estimated. Thus data-driven methods should be applied. A method proposed here is based on a relation between asymptotic integrated square bias and asymptotic integrated variance. Statistical properties of this method are also treated. The last two sections are devoted to simulations and an application to real data.
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GA15-06991S, research and development projectName: Analýza funkcionálních dat a související témata
Investor: Czech Science Foundation, Standard Projects
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template_cost.pdf Licence Creative Commons  File version Koláček, J. 26/9/2017

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  • a concrete person prof. RNDr. Ivanka Horová, CSc., učo 1951
  • a concrete person doc. Mgr. Jan Koláček, Ph.D., učo 19999
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