HOROVÁ, Ivanka, Jan KOLÁČEK, Jiří ZELINKA and Kamila VOPATOVÁ. Bandwidth Choice for Kernel Density Estimates. In Proceedings IASC,. Yokohama: IASC, 2008, p. 542-551. ISBN 978-4-9904445-1-8.
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Basic information
Original name Bandwidth Choice for Kernel Density Estimates.
Name in Czech Výběr šířky vyhlazovacího okna pro jádrové odhady hustot
Authors HOROVÁ, Ivanka (203 Czech Republic, guarantor, belonging to the institution), Jan KOLÁČEK (203 Czech Republic, belonging to the institution), Jiří ZELINKA (203 Czech Republic, belonging to the institution) and Kamila VOPATOVÁ (203 Czech Republic, belonging to the institution).
Edition Yokohama, Proceedings IASC, p. 542-551, 10 pp. 2008.
Publisher IASC
Other information
Original language English
Type of outcome Proceedings paper
Field of Study 10103 Statistics and probability
Country of publisher Japan
Confidentiality degree is not subject to a state or trade secret
Publication form printed version "print"
RIV identification code RIV/00216224:14310/08:00027286
Organization unit Faculty of Science
ISBN 978-4-9904445-1-8
Keywords in English multivariate kernel; bandwidth matrix; AMISE
Tags AMISE, bandwidth matrix, multivariate kernel
Tags International impact, Reviewed
Changed by Changed by: doc. Mgr. Jan Koláček, Ph.D., učo 19999. Changed: 12/11/2013 16:09.
Abstract
Kernel density estimates attempt to reconstruct the probability density from the sample has come using the sample values and a few assumptions as possible. We focus on multivariate density estimates. A main attention is paid to a choice of a smoothing parameter. We extend an idea of an iterative method originally proposed for univariate densities to bivariate ones. The proposed method is compared with cross-validation methods in a simulation study.
Abstract (in Czech)
Jádrové odhady se snaží rekonstruovat pravděpodobnostní hustotu na základě hodnot náhodného výběru hodnot náhodné veličiny.
Links
LC06024, research and development projectName: Centrum Jaroslava Hájka pro teoretickou a aplikovanou statistiku
Investor: Ministry of Education, Youth and Sports of the CR, Jaroslav Hájek Center for Theoretical and Applied Statistics
PrintDisplayed: 18/8/2024 16:40