Informace o publikaci
Kernel choice with respect to the bandwidth in kernel density estimates
| Autoři | |
|---|---|
| Rok publikování | 2011 |
| Druh | Článek ve sborníku |
| Konference | Acta Universitatis Matthiae Belii series Mathematics |
| Fakulta / Pracoviště MU | |
| Citace | |
| www | http://actamath.savbb.sk/acta1805.shtml |
| Obor | Aplikovaná statistika, operační výzkum |
| Klíčová slova | kernel; bounded support; density estimation; cross-validation |
| Popis | 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. |