Visualization and Bandwidth Matrix Choice
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14310%2F12%3A00059046" target="_blank" >RIV/00216224:14310/12:00059046 - isvavai.cz</a>
Alternative codes found
RIV/60162694:G42__/12:00477752
Result on the web
<a href="http://dx.doi.org/10.1080/03610926.2010.529539" target="_blank" >http://dx.doi.org/10.1080/03610926.2010.529539</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1080/03610926.2010.529539" target="_blank" >10.1080/03610926.2010.529539</a>
Alternative languages
Result language
angličtina
Original language name
Visualization and Bandwidth Matrix Choice
Original language description
Kernel smoothers are among the most popular nonparametric functional estimates. These estimates depend on a bandwidth which controls the smoothness of the estimate. While the literature for a bandwidth choice in a univariate density estimate is quite extensive, the progress in the multivariate case is slower. We focus on a bandwidth matrix selection for a bivariate kernel density estimate provided that the bandwidth matrix is diagonal. A common task is to find entries of the bandwidth matrix which minimizes the Mean Integrated Square Error (MISE). It is known that in this case there exists explicit solution of an asymptotic approximation of MISE (Wand and Jones, 1995). In the present paper we pay attention to the visualization and optimizers are presented as intersection of bivariate functional surfaces derived from this explicit solution and we develop the method based on this visualization. A simulation study compares the least square cross-validation method and the proposed method.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/LC06024" target="_blank" >LC06024: Jaroslav Hájek Center for Theoretical and Applied Statistics</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Communications in Statistics - Theory and Methods
ISSN
0361-0926
e-ISSN
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Volume of the periodical
41
Issue of the periodical within the volume
4
Country of publishing house
US - UNITED STATES
Number of pages
19
Pages from-to
759-777
UT code for WoS article
000304523600014
EID of the result in the Scopus database
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