B 2012

Kernel Smoothing in MATLAB: Theory and Practice of Kernel Smoothing

HOROVÁ, Ivanka; Jan KOLÁČEK and Jiří ZELINKA

Basic information

Original name

Kernel Smoothing in MATLAB: Theory and Practice of Kernel Smoothing

Authors

HOROVÁ, Ivanka (203 Czech Republic, belonging to the institution); Jan KOLÁČEK (203 Czech Republic, guarantor, belonging to the institution) and Jiří ZELINKA (203 Czech Republic, belonging to the institution)

Edition

Singapore, 244 pp. 2012

Publisher

World Scientific Publishing Co. Pte. Ltd.

Other information

Language

English

Type of outcome

Book on a specialized topic

Field of Study

10101 Pure mathematics

Country of publisher

Singapore

Confidentiality degree

is not subject to a state or trade secret

Publication form

printed version "print"

References:

RIV identification code

RIV/00216224:14310/12:00059278

Organization unit

Faculty of Science

ISBN

978-981-4405-48-5

Keywords in English

kernel smoothing; Matlab

Tags

Tags

International impact, Reviewed
Changed: 6/11/2020 11:01, Mgr. Jiří Zelinka, Dr.

Abstract

In the original language

Methods of kernel estimates represent one of the most effective nonparametric smoothing techniques. These methods are simple to understand and they possess very good statistical properties. The book provides a brief comprehensive overview of statistical theory and moreover, the emphasis is given to implementation of presented methods in Matlab. All created programs are included into a special toolbox which is an integral part of the book. This toolbox contains many Matlab scripts useful for kernel smoothing of density, cumulative distribution function, regression function, hazard function, indices of quality and bivariate density. Especially, methods for a choice of the optimal bandwidth and a special procedure for simultaneous choice of the bandwidth, the kernel and its order are implemented. The toolbox is divided into six parts according to chapters of the book. All scripts are included in a user interface and it is easy to manipulate with this interface. Each chapter of the book contains a detailed help for the related part of the toolbox, too. The book is intended for newcomers to the field of smoothing techniques and would be also appropriate for a wide audience: students and researches from both the statistical science and interface disciplines.

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