38490

Автор(ы): 

Автор(ов): 

2

Параметры публикации

Тип публикации: 

Статья в журнале/сборнике

Название: 

Bandwidth Selection in Nonparametric Estimator of Density Derivative by Smoothed Cross-validation Method

ISBN/ISSN: 

0005-1179

DOI: 

DOI: 10.1134/S0005117910020050

Наименование источника: 

  • Automation and Remote Control

Обозначение и номер тома: 

Т. 71, № 2

Город: 

  • Москва

Издательство: 

  • Pleiades Publishing, Ltd

Год издания: 

2010

Страницы: 

209-224
Аннотация
In the nonparametric kernel estimation of the unknown probability densities and their derivatives there exist several methods for estimation of the kernel function bandwidth of which the CV and SCV methods of cross-validation are most simple and suitable. The former method was developed both for the density itself and its derivatives; the latter one, for density only. Yet it generates estimates with a higher rate of convergence and substantially smaller scatter. For the problem of nonparametric restoration of the density derivative from an independent sample, a data-based estimate of the kernel function bandwidth was constructed

Библиографическая ссылка: 

Добровидов А.В., Рудько И.М. Bandwidth Selection in Nonparametric Estimator of Density Derivative by Smoothed Cross-validation Method // Automation and Remote Control. 2010. Т. 71, № 2. С. 209-224.

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Да

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