Kernel choice with respect to the bandwidth in kernel density estimates

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.

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

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Other information

Language

English

Type of outcome

Stať ve sborníku

Field of Study

10103 Statistics and probability

Country of publisher

Slovakia

Confidentiality degree

není předmětem státního či obchodního tajemství

References:

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

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Abstract

V originále

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.