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.
Related projects:	Functional-differential equations and mathematical-statistical models