D 2008

Bandwidth Choice for Kernel Density Estimates.

HOROVÁ, Ivanka, Jan KOLÁČEK, Jiří ZELINKA and Kamila VOPATOVÁ

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

Language

English

Type of outcome

Stať ve sborníku

Field of Study

10103 Statistics and probability

Country of publisher

Japan

Confidentiality degree

není předmětem státního či obchodního tajemství

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

International impact, Reviewed
Změněno: 12/11/2013 16:09, doc. Mgr. Jan Koláček, Ph.D.

Abstract

V originále

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.

In Czech

Jádrové odhady se snaží rekonstruovat pravděpodobnostní hustotu na základě hodnot náhodného výběru hodnot náhodné veličiny.

Links

LC06024, research and development project
Name: 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