The Priestley-Chao Estimator of Conditional Density with Uniformly Distributed Random Design
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F18%3APU129469" target="_blank" >RIV/00216305:26110/18:PU129469 - isvavai.cz</a>
Result on the web
<a href="https://www.czso.cz/documents/10180/61266313/32019718q3283.pdf/a6025d1a-d8fc-4e3b-9846-3c16c7937288?version=1.0" target="_blank" >https://www.czso.cz/documents/10180/61266313/32019718q3283.pdf/a6025d1a-d8fc-4e3b-9846-3c16c7937288?version=1.0</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
The Priestley-Chao Estimator of Conditional Density with Uniformly Distributed Random Design
Original language description
The present paper is focused on non-parametric estimation of conditional density. Conditional density can be regarded as a generalization of regression thus the kernel estimator of conditional density can be derived from the kernel estimator of the regression function. We concentrate on the Priestley-Chao estimator of conditional density with a random design presented by a uniformly distributed unconditional variable. The statistical properties of such an estimator are given. As the smoothing parameters have the most significant influence on the quality of the final estimate, the leave-one-out maximum likelihood method is proposed for their detection. Its performance is compared with the cross-validation method and with two alternatives of the reference rule method. The theoretical part is complemented by a simulation study.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Statistika
ISSN
0322-788X
e-ISSN
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Volume of the periodical
98
Issue of the periodical within the volume
3
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
307
Pages from-to
283-294
UT code for WoS article
000445278600005
EID of the result in the Scopus database
2-s2.0-85057962359