D 2002

Kernel Estimation of the Regression Function - Bandwidth Selection

KOLÁČEK, Jan

Basic information

Original name

Kernel Estimation of the Regression Function - Bandwidth Selection

Name in Czech

Jádrové odhady regresní funkce - volba optimální šířky okna

Authors

KOLÁČEK, Jan (203 Czech Republic, guarantor, belonging to the institution)

Edition

Brno, Datastat 01, Folia Fac. Sci. Nat. Univ. Masaryk. Brunensis, Mathematica 11, p. 129-138, 10 pp. 2002

Publisher

Masaryk University

Other information

Language

English

Type of outcome

Stať ve sborníku

Field of Study

10103 Statistics and probability

Country of publisher

Czech Republic

Confidentiality degree

není předmětem státního či obchodního tajemství

Publication form

printed version "print"

RIV identification code

RIV/00216224:14310/02:00021250

Organization unit

Faculty of Science

ISBN

80-210-3028-3

Keywords in English

Regression function; kernel smoothing; bandwidth

Tags

Reviewed
Změněno: 12/11/2013 16:18, doc. Mgr. Jan Koláček, Ph.D.

Abstract

V originále

The problem of deciding how much to smooth is of great importance in nonparametric regression. Before embarking on technical solutions of the problem it is worth noting that a selection of the smoothing parameter is always related to a certain interpretation of the smooth. However, a good automatically selected parameter is always a useful starting (view)point. An advantage of automatic selection of the bandwidth for kernel smoothers is that comparison between laboratories can be made on the basis of a standardized method. Various methods for choosing the smoothing parameter are presented in the following sections. The choice is made so that some global error criterion is minimized. This paper shortly aspires to summarize attained results from this branch and to demonstrate their application for simulated data sets.

In Czech

Práce se zabývá některými metodami pro výběr optimální šířky okna při neparametrické regresi.

Links

MSM 143100001, plan (intention)
Name: Funkcionální diferenciální rovnice a matematicko-statistické modely
Investor: Ministry of Education, Youth and Sports of the CR, Functional-differential equations and mathematical-statistical models