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@proceedings{894508, author = {Vopatová, Kamila}, booktitle = {ISCAMI 2010}, keywords = {kernel; bounded support; density estimation}, language = {eng}, title = {Kernel choosing with respect to the bandwidth in kernel density estimates}, year = {2010} }
TY - CONF ID - 894508 AU - Vopatová, Kamila PY - 2010 TI - Kernel choosing with respect to the bandwidth in kernel density estimates KW - kernel KW - bounded support KW - density estimation N2 - Kernel density estimates belong to the most popular nonparametric density estimates. It is a known fact, that these estimates depend on a bandwidth, which controls the smoothness of the estimate, and on a kernel, which plays a role of a weight function. Methods for finding the optimal bandwidth were presented e.g. in Duong & Hazelton (2005), Sain et al. (1994). We focus on the kernel function choice, especially on kernels with a bounded support. Wand and Jones (1995) suggested a criterion for the optimal kernel. Our aim is to study the optimality of the kernel with respect to the bandwidth choice. A simulation study brings comparison of the kernels. It shows up, that the cosine kernel performs better than the frequently used Epanechnikov kernel. ER -
VOPATOVÁ, Kamila. Kernel choosing with respect to the bandwidth in kernel density estimates. In \textit{ISCAMI 2010}. 2010.
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