Some stabilized bandwidth selectors for nonparametric regression
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14310%2F03%3A00021253" target="_blank" >RIV/00216224:14310/03:00021253 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Some stabilized bandwidth selectors for nonparametric regression
Original language description
The problem of bandwidth selection for nonparametric kernel regression is considered. It is well recognized that the classical bandwidth selectors are subject to large sample variation. Due to the large variation, these selectors might not be very usefulin practice. Most of bandwidth selectors are based on the residual sum of squares (RSS), the source of the variation is pointed out. The observation leads to consideration of a procedure which stabilizes the RSS by modifying the periodogram of the observations. We will follow the Nadaraya - Watson estimators especially. In a simulation study, it is confirmed that the stabilized bandwidth selectors perform much better than the classical selectors.
Czech name
Stabilizační metody pro hledání optimální šířky okna pro neparametrickou regresi
Czech description
Práce se zabývá některými metodami pro výběr optimální šířky okna při neparametrické regresi.
Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2003
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Journal of Electrical Engineering
ISSN
1335-3632
e-ISSN
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Volume of the periodical
54
Issue of the periodical within the volume
12
Country of publishing house
SK - SLOVAKIA
Number of pages
4
Pages from-to
65-68
UT code for WoS article
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EID of the result in the Scopus database
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