Publication details
Iterative bandwidth method for kernel regression
| Authors | |
|---|---|
| Year of publication | 2012 |
| Type | Article in Periodical |
| Magazine / Source | Journal of Statistics: Advances in Theory and Applications |
| MU Faculty or unit | |
| Citation | |
| Field | General mathematics |
| Keywords | kernel regression; bandwidth selection; iterative method |
| Description | The aim of the contribution is to extend the idea of an iterative method known for a kernel density estimate to kernel regression. The method is based on a~suitable estimate of the mean integrated square error. This approach leads to an iterative quadratically convergent process. We conduct a~simulation study comparing the proposed method with the well-known cross-validation method. Results are implemented in Matlab. |