Bandwidth Choice for Kernel Density Estimates.
| Authors | |
|---|---|
| Year of publication | 2008 |
| Type | Article in Proceedings |
| Conference | Proceedings IASC, |
| MU Faculty or unit | |
| 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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