Bandwidth selection in nonparametric Kernel estimation:
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| Format: | Thesis Book |
| Language: | English |
| Published: |
2011
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| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Kumulative Dissertation |
| Physical Description: | 111 S. graph. Darst. |
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| adam_text | Titel: Bandwidth selection in nonparametric Kernel estimation
Autor: Schindler, Anja
Jahr: 2011
Contents
List of Figures 7
List of Tables 9
Notation 11
Introduction 15
1 Bandwidth Selection for Kernel Densities 17
1.1 Introduction.................................... 18
1.2 Cross-Validation methods in density estimation................. 20
1.3 Plug-in methods in density estimation...................... 24
1.4 Mixtures of methods............................... 29
1.5 Finite Sample Performance............................ 30
1.5.1 Simulation results ............................ 32
1.6 Conclusions.................................... 38
2 Bandwidth Selection for Kernel Regression 45
2.1 Introduction.................................... 46
2.2 Typically used Risk Measures .......................... 49
2.3 Choosing the smoothing parameter based on ASE................ 51
2.3.1 The Corrected ASE............................ 51
2.3.2 The Cross-Validation........................... 53
2.3.3 The One-Sided Cross Validation..................... 54
2.3.4 Notes on the Asymptotic Behavior.................... 59
2.4 Choosing the smoothing parameter based on (A)MISE............. 61
2.4.1 Rule-of-thumb plug-in bandwidth selection............... 63
2.4.2 Direct plug-in bandwidth selection.................... 63
2.4.3 Using smoothed bootstrap........................ 65
2.4.4 Using Wild Bootstrap........................... 66
2.4.5 Notes on the Asymptotic Behavior.................... 66
2.4.6 A Mixture of methods.......................... 67
2.5 Finite sample performance............................ 68
2.5.1 Comparison of the bias and LI -distance for the different bandwidths . . 70
2.5.2 Comparison of LI and L2-distances for the different band widths .... 73
2.5.3 Comparison of the ASE-values...................... 74
2.5.4 Comparison of the L1 and L2-distances of the ASE values (m8,mg) . . . 76
2.5.5 Comparison of different mixtures.................... 77
2.6 Conclusions.................................... 79
3 Transformation in Kernel Regression 85
3.1 Introduction.................................... 86
3.2 Bandwidth selection methods........................... 91
3.2.1 Choosing the smoothing parameter based on ASE............ 91
3.2.2 Plug-in methods ............................. 95
3.3 Simulation study ................................. 97
3.3.1 Finite sample performance of the different methods using a transformation 100
3.3.2 Finite sample performance of the transformation............ 100
3.4 Conclusions.................................... 101
3.5 Appendix..................................... 103
4 Summary and Outlook 111
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| spelling | Schindler, Anja Verfasser (DE-588)102540310X aut Bandwidth selection in nonparametric Kernel estimation by Anja Schindler 2011 111 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Kumulative Dissertation Göttingen, Univ., Diss., 2011 Kernschätzung (DE-588)4353527-6 gnd rswk-swf Nichtparametrische Schätzung (DE-588)4203980-0 gnd rswk-swf Regressionsfunktion (DE-588)4663361-3 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content (DE-588)4113937-9 Hochschulschrift gnd-content Nichtparametrische Schätzung (DE-588)4203980-0 s Kernschätzung (DE-588)4353527-6 s Regressionsfunktion (DE-588)4663361-3 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025785761&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Schindler, Anja Bandwidth selection in nonparametric Kernel estimation Kernschätzung (DE-588)4353527-6 gnd Nichtparametrische Schätzung (DE-588)4203980-0 gnd Regressionsfunktion (DE-588)4663361-3 gnd |
| subject_GND | (DE-588)4353527-6 (DE-588)4203980-0 (DE-588)4663361-3 (DE-588)4143413-4 (DE-588)4113937-9 |
| title | Bandwidth selection in nonparametric Kernel estimation |
| title_auth | Bandwidth selection in nonparametric Kernel estimation |
| title_exact_search | Bandwidth selection in nonparametric Kernel estimation |
| title_full | Bandwidth selection in nonparametric Kernel estimation by Anja Schindler |
| title_fullStr | Bandwidth selection in nonparametric Kernel estimation by Anja Schindler |
| title_full_unstemmed | Bandwidth selection in nonparametric Kernel estimation by Anja Schindler |
| title_short | Bandwidth selection in nonparametric Kernel estimation |
| title_sort | bandwidth selection in nonparametric kernel estimation |
| topic | Kernschätzung (DE-588)4353527-6 gnd Nichtparametrische Schätzung (DE-588)4203980-0 gnd Regressionsfunktion (DE-588)4663361-3 gnd |
| topic_facet | Kernschätzung Nichtparametrische Schätzung Regressionsfunktion Aufsatzsammlung Hochschulschrift |
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| work_keys_str_mv | AT schindleranja bandwidthselectioninnonparametrickernelestimation |