Bandwidth Choice for Kernel Density Estimates.

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Authors

HOROVÁ Ivanka KOLÁČEK Jan ZELINKA Jiří VOPATOVÁ Kamila

Year of publication 2008
Type Article in Proceedings
Conference Proceedings IASC,
MU Faculty or unit

Faculty of Science

Citation
Field Applied statistics, operation research
Keywords multivariate kernel; bandwidth matrix; AMISE
Description Kernel density estimates attempt to reconstruct the probability density from the sample has come using the sample values and a few assumptions as possible. We focus on multivariate density estimates. A main attention is paid to a choice of a smoothing parameter. We extend an idea of an iterative method originally proposed for univariate densities to bivariate ones. The proposed method is compared with cross-validation methods in a simulation study.
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