The Reference Density Method for Higher-Order Kernels

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Authors

ŘEZÁČ Martin

Year of publication 2002
Type Article in Periodical
Magazine / Source Journal of Electrical Engineering
MU Faculty or unit

Faculty of Science

Citation
Field Applied statistics, operation research
Keywords Kernel; density; estimate; optimal bandwidth; reference density method
Description One of several methods of bandwidth choice in density estimation is the reference density method. The presented paper deals with this procedure. In the literature only the case k=2 is described for kernel of order k. This paper aimes to describe the cases for any even k. Therefore it can provide a powerfull data-based bandwidth selector. Finaly a small simulation study is included.
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