Bandwidth matrix selectors for kernel regression

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14310%2F17%3A00094524" target="_blank" >RIV/00216224:14310/17:00094524 - isvavai.cz</a>
Result on the web
<a href="http://is.muni.cz/auth/repo/1319858/template_cost.pdf" target="_blank" >http://is.muni.cz/auth/repo/1319858/template_cost.pdf</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s00180-017-0709-3" target="_blank" >10.1007/s00180-017-0709-3</a>

Result language
angličtina
Original language name
Bandwidth matrix selectors for kernel regression
Original language description
Choosing a bandwidth matrix belongs to the class of significant problems in multivariate kernel regression. The problem consists of the fact that a theoretical optimal bandwidth matrix depends on the unknown regression function which to be estimated. Thus data-driven methods should be applied. A method proposed here is based on a relation between asymptotic integrated square bias and asymptotic integrated variance. Statistical properties of this method are also treated. The last two sections are devoted to simulations and an application to real data.
Czech name
—
Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10103 - Statistics and probability

Project
<a href="/en/project/GA15-06991S" target="_blank" >GA15-06991S: Functional data analysis and related topics</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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