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@inproceedings{561836,
author = {Koláček, Jan},
address = {Brno},
booktitle = {Datastat 03, Folia Fac. Sci. Nat. Univ. Masaryk. Brunensis, Mathematica 15},
keywords = {Bandwidth selection; Fourier transformation},
howpublished = {tištěná verze "print"},
language = {eng},
location = {Brno},
isbn = {80-210-3564-1},
pages = {159-168},
publisher = {Masaryk niversity},
title = {Use of Fourier Transformation for Bandwidth Selection},
year = {2004}
}
TY - JOUR
ID - 561836
AU - Koláček, Jan
PY - 2004
TI - Use of Fourier Transformation for Bandwidth Selection
PB - Masaryk niversity
CY - Brno
SN - 8021035641
KW - Bandwidth selection
KW - Fourier transformation
N2 - The problem of bandwidth selection for non-parametric kernel regression is considered. We will follow the Nadaraya - Watson estimators especially. The circular design is assumed in this work to avoid the difficulties caused by boundary effects. Most of bandwidth selectors are based on the residual sum of squares (RSS). It is often observed in simulation studies that these selectors are biased toward undersmoothing. This leads to consideration of a procedure which stabilizes the RSS by modifying the periodogram of the observations. Simulation studies suggest that the proposed selector is much more consistent than the classical one. But in the practical examples, there the results can be miscellaneous.
ER -
KOLÁČEK, Jan. Use of Fourier Transformation for Bandwidth Selection. In \textit{Datastat 03, Folia Fac. Sci. Nat. Univ. Masaryk. Brunensis, Mathematica 15}. Brno: Masaryk niversity. s.~159-168. ISBN~80-210-3564-1. 2004.
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