| KONEČNÁ, Kateřina. Priestley-Chao Estimator of Conditional Density. Online. In Jaromír Baštinec, Miroslav Hrubý. Mathematics, Information Technologies and Applied Sciences 2017, post-conference proceedings of extended versions of selected papers. Brno: University of Defence, Brno, 2017, 2017, p. 151-163. ISBN 978-80-7582-026-6. |
Other formats:
BibTeX
LaTeX
RIS
@inproceedings{1400340,
author = {Konečná, Kateřina},
address = {Brno},
booktitle = {Mathematics, Information Technologies and Applied Sciences 2017, post-conference proceedings of extended versions of selected papers},
editor = {Jaromír Baštinec, Miroslav Hrubý},
keywords = {kernel smoothing; conditional density; Priestley-Chao estimator; statistical properties; bandwidth selection; cross-validation method},
howpublished = {elektronická verze "online"},
language = {eng},
location = {Brno},
isbn = {978-80-7582-026-6},
pages = {151-163},
publisher = {University of Defence, Brno, 2017},
title = {Priestley-Chao Estimator of Conditional Density},
url = {http://mitav.unob.cz/data/MITAV%202017%20Proceedings.pdf},
year = {2017}
}
TY - JOUR
ID - 1400340
AU - Konečná, Kateřina
PY - 2017
TI - Priestley-Chao Estimator of Conditional Density
PB - University of Defence, Brno, 2017
CY - Brno
SN - 9788075820266
KW - kernel smoothing
KW - conditional density
KW - Priestley-Chao estimator
KW - statistical properties
KW - bandwidth selection
KW - cross-validation method
UR - http://mitav.unob.cz/data/MITAV%202017%20Proceedings.pdf
N2 - This contribution is focused on a non-parametric estimation of conditional density. Several types of kernel estimators of conditional density are known, the Nadaraya-Watson and the local linear estimators are the widest used ones. We focus on a new estimator - the Priestley-Chao estimator of conditional density. As conditional density can be regarded as a generalization of regression, the Priestley-Chao estimator, proposed initially for kernel regression, is extended for kernel estimation of conditional density. The conditional characteristics and the statistical properties of the suggested estimator are derived. The estimator depends on the smoothing parameters called bandwidths which influence the final quality of the estimate significantly. The cross-validation method is suggested for their estimation and the expression for the cross-validation function is derived.
ER -
KONEČNÁ, Kateřina. Priestley-Chao Estimator of Conditional Density. Online. In Jaromír Baštinec, Miroslav Hrubý. \textit{Mathematics, Information Technologies and Applied Sciences 2017, post-conference proceedings of extended versions of selected papers}. Brno: University of Defence, Brno, 2017, 2017, p.~151-163. ISBN~978-80-7582-026-6.
|
