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pro vyhledávání: '"Jacek Koronacki"'
Autor:
Jacek Koronacki, Jan Ćwik
Publikováno v:
Computational Statistics & Data Analysis. 26:199-218
A multivariate extension of the plug-in kernel (and filtered kernel) estimator is proposed and this uses asymptotically optimal bandwidth matrix (matrices) for a normal mixture approximation of a density to be estimated (the filtered kernel estimator
Autor:
Jacek Koronacki, U. Luboińska
Publikováno v:
Computational Statistics & Data Analysis. 18:317-330
Let X (1) ,..., X (m) be m independent, real-valued random variables with unknown densities and let Y = Ψ(X (1) ,...,X (m) ) be their known functional. The aim is to estimate the density of the random variable Y , given n independent realizations of
Autor:
Jacek Koronacki, W. Feluch
Publikováno v:
Computational Statistics & Data Analysis. 13:143-151
In the note, a simple modification of the least-squares cross-validation criterion is proposed for choosing the bandwidth of kernel density estimators. For an i.i.d. sample X1, X2, …, Xn, the modification consists in leaving out a number of terms w