Publication details

Contribution to bandwidth matrix choice for bivariate kernel regression

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Year of publication 2015
Type Appeared in Conference without Proceedings
MU Faculty or unit

Faculty of Science

Description The choice of a bandwidth matrix in bivariate kernel regression is very important. Considerable attention is paid to constrained parameterization of the bandwidth matrix such as a diagonal matrix. We focused on the extension of our approach to the regression gradient estimate. A comparison of the method with known bandwidth selectors on simulation studies and an application of the method to real data set are also demonstrated.
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