Other formats:
BibTeX
LaTeX
RIS
@article{561843,
author = {Koláček, Jan},
article_location = {Bratislava},
article_number = {12},
keywords = {Kernel regression; bandwidth selector; Nadaraya - Watson estimators; periodogram},
language = {eng},
issn = {1335-3632},
journal = {Journal of Electrical Engineering},
title = {Some stabilized bandwidth selectors for nonparametric regression},
volume = {54},
year = {2003}
}
TY - JOUR
ID - 561843
AU - Koláček, Jan
PY - 2003
TI - Some stabilized bandwidth selectors for nonparametric regression
JF - Journal of Electrical Engineering
VL - 54
IS - 12
SP - 65-68
EP - 65-68
PB - Slovak University of Technology
SN - 13353632
KW - Kernel regression
KW - bandwidth selector
KW - Nadaraya - Watson estimators
KW - periodogram
N2 - 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.
ER -
KOLÁČEK, Jan. Some stabilized bandwidth selectors for nonparametric regression. \textit{Journal of Electrical Engineering}. Bratislava: Slovak University of Technology, 2003, vol.~54, No~12, p.~65-68. ISSN~1335-3632.
|
