- Tytuł:
- An approximate necessary condition for the optimal bandwidth selector in kernel density estimation
- Autorzy:
-
Gajek, L.
Lenic, A. - Powiązania:
- https://bibliotekanauki.pl/articles/1340710.pdf
- Data publikacji:
- 1993
- Wydawca:
- Polska Akademia Nauk. Instytut Matematyczny PAN
- Tematy:
-
bandwidth selection
kernel density estimation
resampling - Opis:
- An approximate necessary condition for the optimal bandwidth choice is derived. This condition is used to construct an iterative bandwidth selector. The algorithm is based on resampling and step-wise fitting the bandwidth to the density estimator from the previous iteration. Examples show fast convergence of the algorithm to the bandwidth value which is surprisingly close to the optimal one no matter what is the initial knowledge on the unknown density.
- Źródło:
-
Applicationes Mathematicae; 1993-1995, 22, 1; 123-138
1233-7234 - Pojawia się w:
- Applicationes Mathematicae
- Dostawca treści:
- Biblioteka Nauki
Artykuł