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Bandwidth Choice for Kernel Density Estimates.

Basic information
Original title:Bandwidth Choice for Kernel Density Estimates.
Authors:Ivanka Horová, Jan Koláček, Jiří Zelinka, Kamila Vopatová
Further information
Citation:HOROVÁ, Ivanka, Jan KOLÁČEK, Jiří ZELINKA and Kamila VOPATOVÁ. Bandwidth Choice for Kernel Density Estimates. (Bandwidth Choice for Kernel Density Estimates.). In Proceedings IASC,. Yokohama: IASC, 2008. p. 542-551, 10 pp. ISBN 978-4-9904445-1-8.Export BibTeX
@inproceedings{807350,
author = {Horová, Ivanka and Koláček, Jan and Zelinka, Jiří and Vopatová, Kamila},
address = {Yokohama},
booktitle = {Proceedings IASC
}

,
keywords = {multivariate kernel; bandwidth matrix; AMISE},
language = {eng},
location = {Yokohama},
isbn = {978-4-9904445-1-8},
pages = {542-551},
publisher = {IASC},
title = {Bandwidth Choice for Kernel Density Estimates.},
year = {2008}
}
Original language:English
Field:Applied statistics, operation research
Type:Article in Proceedings
Keywords:multivariate kernel; bandwidth matrix; AMISE

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.

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