Contribution to bandwidth matrix choice for multivariate kernel density estimate

Horová,  Ivanka; Koláček,  Jan; Hasilová,  Kamila; Zelinka,  Jiří

Contribution to bandwidth matrix choice for multivariate kernel density estimate

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Authors	HOROVÁ Ivanka KOLÁČEK Jan VOPATOVÁ Kamila ZELINKA Jiří
Year of publication	2011
Type	Article in Proceedings
Conference	ISI 2011, Proceedings of the 58th World Statistics Congress
MU Faculty or unit	Faculty of Science
Citation
Web	http://isi2011.congressplanner.eu/pdfs/950887.pdf
Field	Applied statistics, operation research
Keywords	multivariate density; bandwidth matrix; kernel estimate
Description	Choice of a bandwidth matrix in a multivariate kernel density estimate. A special iterative method is proposed.
Related projects:	Jaroslav Hájek Center for Theoretical and Applied Statistics