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Avtomatika i Telemekhanika, 2010, Issue 2, Pages 42–58
(Mi at776)
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This article is cited in 21 scientific papers (total in 21 papers)
Estimation and Filtering
Bandwidth selection in nonparametric estimator of density derivative by smoothed cross-validation method
A. V. Dobrovidov, I. M. Rud'ko Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia
Abstract:
In the nonparametric kernel estimation of the unknown probability densities and their derivatives there exist several methods for estimation of the kernel function bandwidth of which the $CV$ and $SCV$ methods of cross-validation are most simple and suitable. The former method was developed both for the density itself and its derivatives; the latter one, for density only. Yet it generates estimates with a higher rate of convergence and substantially smaller scatter. For the problem of nonparametric restoration of the density derivative from an independent sample, a data-based estimate of the kernel function bandwidth was constructed.
Citation:
A. V. Dobrovidov, I. M. Rud'ko, “Bandwidth selection in nonparametric estimator of density derivative by smoothed cross-validation method”, Avtomat. i Telemekh., 2010, no. 2, 42–58; Autom. Remote Control, 71:2 (2010), 209–224
Linking options:
https://www.mathnet.ru/eng/at776 https://www.mathnet.ru/eng/at/y2010/i2/p42
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Abstract page: | 467 | Full-text PDF : | 257 | References: | 49 | First page: | 11 |
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