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@article{561842,
author = {Koláček, Jan},
article_number = {12},
keywords = {Nonparametric regression; data driven bandwidth selector; Fourier transformation},
language = {eng},
issn = {1335-3632},
journal = {Journal of Electrical Engineering},
title = {Problems of automatic data-driven bandwidth selectors for nonparametric regression},
volume = {53},
year = {2002}
}
TY - JOUR
ID - 561842
AU - Koláček, Jan
PY - 2002
TI - Problems of automatic data-driven bandwidth selectors for nonparametric regression
JF - Journal of Electrical Engineering
VL - 53
IS - 12
SP - 48-51
EP - 48-51
SN - 13353632
KW - Nonparametric regression
KW - data driven bandwidth selector
KW - Fourier transformation
N2 - This note is concerned with the problem of automatic data-driven bandwidth selectors for nonparametric regression. Some selectors were shown to be consistent and asymptotically unbiased by Rice (1984) and H\"ardle (1990). However, in simulation studies, it is often observed that most selectors are biased toward undersmoothing and give smaller bandwidths more frequently than predicted by asymptotic results.This motivates us to study the causes of undersmoothing. An explanation for the difficulty is given here. The Fourier transformation is used for a remedy. This leads to the consideration of a new procedure which is simple modification of a classical selector. A simulation study suggests that the proposed selector is much more consistent than the classical one.
ER -
KOLÁČEK, Jan. Problems of automatic data-driven bandwidth selectors for nonparametric regression. \textit{Journal of Electrical Engineering}. 2002, vol.~53, No~12, p.~48-51. ISSN~1335-3632.
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