Publication details
Kernel choice with respect to the bandwidth in kernel density estimates
| Authors | |
|---|---|
| Year of publication | 2011 |
| Type | Article in Proceedings |
| Conference | Acta Universitatis Matthiae Belii series Mathematics |
| MU Faculty or unit | |
| Citation | |
| Web | http://actamath.savbb.sk/acta1805.shtml |
| Field | Applied statistics, operation research |
| Keywords | kernel; bounded support; density estimation; cross-validation |
| Description | We focus on the kernel function choice, especially on kernels with a bounded support. Our aim is to study the optimality of the kernel with respect to the bandwidth choice. A simulation study brings comparison of the kernels. It shows up, that the cosine kernel performs better than the frequently used Epanechnikov kernel. |