Publication details

Volba optimální šířky okna při jádrových odhadech regresní funkce

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Title in English Choosing of optimal bandwidth for nonparametric regression


Year of publication 2006
Type Article in Proceedings
Conference Sborník ROBUST'06
MU Faculty or unit

Faculty of Science

Field General mathematics
Keywords kernel estimation; bandwidth selection
Description The problem of bandwidth selection for non--parametric kernel regression is considered. We follow the local polynomial estimators and present some their statistical properties. We also demonstrate the effect of the smoothing parameter on the quality of the smoothed curve and introduce some classical methods for bandwidth selection.\\ The cyclic design is assumed in this work to avoid the difficulties caused by boundary effects. Most of bandwidth selectors are based on the residual sum of squares (RSS). It is often observed in simulation studies that these selectors are biased toward to undersmoothing. This leads to consideration of a procedure which stabilizes the RSS by modifying the periodogram of the observations.\\ Simulation studies suggest that the proposed selector is much more consistent than the~classical one. But in practical examples, there the results can be miscellaneous.
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