The leave-one-out maximum likelihood method for the priestley-chao estimator of conditional density
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F18%3APU126845" target="_blank" >RIV/00216305:26110/18:PU126845 - isvavai.cz</a>
Result on the web
<a href="http://evlm.stuba.sk/APLIMAT2018/proceedings/" target="_blank" >http://evlm.stuba.sk/APLIMAT2018/proceedings/</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
The leave-one-out maximum likelihood method for the priestley-chao estimator of conditional density
Original language description
The contribution is focused on a kernel estimation of conditional density. Kernel smoothing is still popular non-parametric method, in theory as well as in practice. The Priestley-Chao estimator of conditional density is introduced and the statistical properties of the estimator are given. The smoothing parameters called bandwidths play a significant role in kernel smoothing. This is the reason for suggesting the methods for their estimation. The typical approach - the cross-validation method - is supplemented with the leave-one-out maximum log-likelihood method. The performance of the suggested methods is compared via a simulation study and an application on a real data set.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings, 17th Conference on Applied Mathematics – APLIMAT 2018
ISBN
978-80-227-4765-3
ISSN
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e-ISSN
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Number of pages
13
Pages from-to
577-589
Publisher name
Slovak University of Technology in Bratislava in publishing house SPEKTRUM STU
Place of publication
Bratislava
Event location
Bratislava
Event date
Feb 6, 2018
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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