Statistical properties of the local linear estimator of conditional density

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F17%3APU123946" target="_blank" >RIV/00216305:26110/17:PU123946 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Statistical properties of the local linear estimator of conditional density
Original language description
This contribution focuses on the kernel conditional density estimations. % which provides a very comprehensive information about the analyzed data set. There are two basic estimators - the Nadaraya-Watson and the local linear estimator, we deal with the statistical properties of the second one. Derived characteristics of bias and variance of the estimator are compared with the results of the other authors via simulation study. The simulation study proved better statistical properties of the suggested characteristics. Additionally, the optimal values of smoothing parameters are derived by minimizing of Asymptotic Mean Integrated Squared Error. A data-driven method for practical estimation of the smoothing parameters is suggested - the derivation of formulas for the cross-validation method is extended from the Nadaraya-Watson to the local linear estimator.
Czech name
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Czech description
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Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Matematika, informační technologie a aplikované vědy, MITAV 2017
ISBN
978-80-7231-417-1
ISSN
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e-ISSN
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Number of pages
7
Pages from-to
1-7
Publisher name
Neuveden
Place of publication
Brno
Event location
Brno
Event date
Jun 15, 2017
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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