Publication details
Contribution to bandwidth matrix choice for bivariate kernel regression
| Authors | |
|---|---|
| Year of publication | 2015 |
| Type | Appeared in Conference without Proceedings |
| MU Faculty or unit | |
| Citation | |
| 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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