Kernel choosing with respect to the bandwidth in kernel density estimates
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14750%2F10%3A00044521" target="_blank" >RIV/00216224:14750/10:00044521 - 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
Kernel choosing with respect to the bandwidth in kernel density estimates
Original language description
Kernel density estimates belong to the most popular nonparametric density estimates. It is a known fact, that these estimates depend on a bandwidth, which controls the smoothness of the estimate, and on a kernel, which plays a role of a weight function.Methods for finding the optimal bandwidth were presented e.g. in Duong & Hazelton (2005), Sain et al. (1994). We focus on the kernel function choice, especially on kernels with a bounded support. Wand and Jones (1995) suggested a criterion for the optimal kernel. Our aim is to study the optimality of the kernel with respect to the bandwidth choice. A simulation study brings comparison of the kernels. It shows up, that the cosine kernel performs better than the frequently used Epanechnikov kernel.
Czech name
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Czech description
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Classification
Type
O - Miscellaneous
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů