Iterative bandwidth selector - extension to kernel regression
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14310%2F12%3A00060798" target="_blank" >RIV/00216224:14310/12:00060798 - 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
Iterative bandwidth selector - extension to kernel regression
Original language description
The aim of the contribution is to extend the idea of an iterative method known for a kernel density estimate to kernel regression. The method is based on a suitable estimate of the mean integrated square error. This approach leads to an iterative quadratically convergent process. We conduct a simulation study comparing the proposed method with the well-known cross-validation method. Results are implemented in Matlab.
Czech name
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Czech description
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Classification
Type
O - Miscellaneous
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů