| Autor: |
Gangopadhyay, Ashis K., Cheung, Kin N. |
| Předmět: |
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| Zdroj: |
Journal of Nonparametric Statistics; Dec2002, Vol. 14 Issue 6, p655-664, 10p, 3 Graphs |
| Abstrakt: |
In data driven bandwidth selection procedures for density estimation such as least squares cross validation and biased cross validation, the choice of a single global bandwidth is too restrictive. It is however reasonable to assume that the bandwidth has a distribution of its own and that locally, depending on the data, the bandwidth may differ. In this approach, the bandwidth is assigned a prior distribution in the neighborhood around the point at which the density is being estimated. Assuming that the kernel function is a proper probability distribution, a Bayesian approach is employed to come up with a posterior type distribution of the bandwidth given the data. Finally, the mean of the posterior distribution is used to select the local bandwidth. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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