Bandwidth Choice for Kernel Density Estimates.

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Authors	HOROVÁ Ivanka KOLÁČEK Jan ZELINKA Jiří VOPATOVÁ Kamila
Year of publication	2008
Type	Article in Proceedings
Conference	Proceedings IASC,
MU Faculty or unit	Faculty of Science
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.
Related projects:	Jaroslav Hájek Center for Theoretical and Applied Statistics