Informace o publikaci
Selection of bandwidth for kernel regression
| Název česky | Hledání optimální šířky okna při jádrové regresi |
|---|---|
| Autoři | |
| Rok publikování | 2016 |
| Druh | Článek v odborném periodiku |
| Časopis / Zdroj | Communications in Statistics - Theory and Methods |
| Fakulta / Pracoviště MU | |
| Citace | |
| Doi | http://dx.doi.org/10.1080/03610926.2013.864770 |
| Obor | Obecná matematika |
| Klíčová slova | kernel regression; bandwidth selection; iterative method |
| Popis | The most important factor in kernel regression is a choice of a bandwidth. Considerable attention has been paid to extension the idea of an iterative method known for a kernel density estimate to kernel regression. Data-driven selectors of the bandwidth for kernel regression are considered. The proposed method is based on an optimally balanced relation between the integrated variance and the integrated square bias. This approach leads to an iterative quadratically convergent process. The analysis of statistical properties shows the rationale of the proposed method. In order to see statistical properties of this method the consistency is determined. The utility of the method is illustrated through a simulation study and real data applications. |
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