Detailed Information on Publication Record
2003
Some stabilized bandwidth selectors for nonparametric regression
KOLÁČEK, JanBasic information
Original name
Some stabilized bandwidth selectors for nonparametric regression
Name in Czech
Stabilizační metody pro hledání optimální šířky okna pro neparametrickou regresi
Authors
KOLÁČEK, Jan (203 Czech Republic, guarantor, belonging to the institution)
Edition
Journal of Electrical Engineering, Bratislava, Slovak University of Technology, 2003, 1335-3632
Other information
Language
English
Type of outcome
Článek v odborném periodiku
Field of Study
10103 Statistics and probability
Country of publisher
Slovakia
Confidentiality degree
není předmětem státního či obchodního tajemství
RIV identification code
RIV/00216224:14310/03:00021253
Organization unit
Faculty of Science
Keywords in English
Kernel regression; bandwidth selector; Nadaraya - Watson estimators; periodogram
Tags
International impact, Reviewed
Změněno: 12/11/2013 15:47, doc. Mgr. Jan Koláček, Ph.D.
V originále
The problem of bandwidth selection for nonparametric kernel regression is considered. It is well recognized that the classical bandwidth selectors are subject to large sample variation. Due to the large variation, these selectors might not be very useful in practice. Most of bandwidth selectors are based on the residual sum of squares (RSS), the source of the variation is pointed out. The observation leads to consideration of a procedure which stabilizes the RSS by modifying the periodogram of the observations. We will follow the Nadaraya - Watson estimators especially. In a simulation study, it is confirmed that the stabilized bandwidth selectors perform much better than the classical selectors.
In Czech
Práce se zabývá některými metodami pro výběr optimální šířky okna při neparametrické regresi.
Links
| MSM 143100001, plan (intention) |
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