VOPATOVÁ, Kamila. Kernel choice with respect to the bandwidth in kernel density estimates. In Acta Universitatis Matthiae Belii series Mathematics. Banska Bystrica, Slovakia: Matej Bel University, 2011, p. 48-53, 7 pp. ISBN 978-80-557-0160-8.
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Basic information
Original name Kernel choice with respect to the bandwidth in kernel density estimates
Authors VOPATOVÁ, Kamila (203 Czech Republic, guarantor, belonging to the institution).
Edition Banska Bystrica, Slovakia, Acta Universitatis Matthiae Belii series Mathematics, p. 48-53, 7 pp. 2011.
Publisher Matej Bel University
Other information
Original language English
Type of outcome Proceedings paper
Field of Study 10103 Statistics and probability
Country of publisher Slovakia
Confidentiality degree is not subject to a state or trade secret
WWW URL
RIV identification code RIV/00216224:14310/11:00054227
Organization unit Faculty of Science
ISBN 978-80-557-0160-8
Keywords in English kernel; bounded support; density estimation; cross-validation
Tags rivok, ZR
Tags Reviewed
Changed by Changed by: Ing. Zdeňka Rašková, učo 140529. Changed: 10/4/2012 13:46.
Abstract
We focus on the kernel function choice, especially on kernels with a bounded support. 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.
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