Informace o publikaci
Iterative bandwidth method for kernel regression
| Autoři | |
|---|---|
| Rok publikování | 2012 |
| Druh | Článek v odborném periodiku |
| Časopis / Zdroj | Journal of Statistics: Advances in Theory and Applications |
| Fakulta / Pracoviště MU | |
| Citace | |
| Obor | Obecná matematika |
| Klíčová slova | kernel regression; bandwidth selection; iterative method |
| Popis | The aim of the contribution is to extend the idea of an iterative method known for a kernel density estimate to kernel regression. The method is based on a~suitable estimate of the mean integrated square error. This approach leads to an iterative quadratically convergent process. We conduct a~simulation study comparing the proposed method with the well-known cross-validation method. Results are implemented in Matlab. |