KURUCZOVÁ, Daniela and Jan KOLÁČEK. Bandwidth Selection Problem in Nonparametric Functional Regression. Statistika: Statistics and Economy Journal. Prague: Czech Statistical Office, 2017, vol. 97, No 3, p. 107-115. ISSN 0322-788X.
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Basic information
Original name Bandwidth Selection Problem in Nonparametric Functional Regression
Authors KURUCZOVÁ, Daniela (703 Slovakia, belonging to the institution) and Jan KOLÁČEK (203 Czech Republic, guarantor, belonging to the institution).
Edition Statistika: Statistics and Economy Journal, Prague, Czech Statistical Office, 2017, 0322-788X.
Other information
Original language English
Type of outcome Article in a journal
Field of Study 10103 Statistics and probability
Country of publisher Czech Republic
Confidentiality degree is not subject to a state or trade secret
WWW Statistika: Statistics and Economy Journal
RIV identification code RIV/00216224:14310/17:00094996
Organization unit Faculty of Science
UT WoS 000419161000009
Keywords in English Functional data; nonparametric regression; kernel methods; bandwidth selection
Tags NZ, rivok
Tags International impact, Reviewed
Changed by Changed by: Ing. Nicole Zrilić, učo 240776. Changed: 29/3/2018 10:16.
Abstract
The focus of this paper is the nonparametric regression where the predictor is a functional random variable, and the response is a scalar. Functional kernel regression belongs to popular nonparametric methods used for this purpose. The two key problems in functional kernel regression are choosing an optimal smoothing parameter and selecting an appropriate semimetric as a distance measure. The former is the focus of this paper – several data-driven methods for optimal bandwidth selection are described and discussed. The performance of these methods is illustrated in a real data application. A conclusion is drawn that local bandwidth selection methods are more appropriate in the functional setting.
Links
GA15-06991S, research and development projectName: Analýza funkcionálních dat a související témata
Investor: Czech Science Foundation
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