Kernel choosing with respect to the bandwidth in kernel density estimates

Kód výsledku v 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>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Kernel choosing with respect to the bandwidth in kernel density estimates

Popis výsledku v původním jazyce

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 &amp; 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.

Název v anglickém jazyce

Kernel choosing with respect to the bandwidth in kernel density estimates

Popis výsledku anglicky

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 &amp; 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.

Druh

O - Ostatní výsledky

CEP obor

BB - Aplikovaná statistika, operační výzkum

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2010

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů