Maximum likelihood method for bandwidth detection of kernel conditional density estimation

KONEČNÁ, Kateřina and Ivanka HOROVÁ. Maximum likelihood method for bandwidth detection of kernel conditional density estimation. In 10th International Conference on Computational and Financial Econometrics (CFE 2016). 2016. ISBN 978-9963-2227-1-1.

Basic information

Original name

Maximum likelihood method for bandwidth detection of kernel conditional density estimation

Authors

KONEČNÁ, Kateřina and Ivanka HOROVÁ

Edition

10th International Conference on Computational and Financial Econometrics (CFE 2016), 2016

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Other information

Language

English

Type of outcome

Conference abstract

Field of Study

10101 Pure mathematics

Country of publisher

Czech Republic

Confidentiality degree

is not subject to a state or trade secret

ISBN

978-9963-2227-1-1

Keywords in English

maximum likelihood, cross-validation, kernel smoothing, bandwidth selection

Tags

International impact

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Links

GA15-06991S, research and development project	Name: Analýza funkcionálních dat a související témata Investor: Czech Science Foundation
MUNI/A/1234/2015, interní kód MU	Name: Matematické a statistické modelování (Acronym: Matematické a statistické modelování) Investor: Masaryk University, Category A