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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

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

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

  • OECD FORD branch

    10103 - Statistics and probability

Result continuities

  • Project

  • 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

  • e-ISSN

  • 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