Approximate inference of the bandwidth in multivariate kernel density estimation [PDF]
Kernel density estimation is a popular and widely used non-parametric method for data-driven density estimation. Its appeal lies in its simplicity and ease of implementation, as well as its strong asymptotic results regarding its convergence to the true ...
Sanguinetti, G. +3 more
core +1 more source
Bandwidth Selection in Geographically Weighted Regression Models via Information Complexity Criteria
The geographically weighted regression (GWR) model is a local spatial regression technique used to determine and map spatial variations in the relationships between variables.
Tuba Koç
doaj +1 more source
On local bandwidth selection for density estimation
Summary: This article gives ideas for developing statistics software which can work without user intervention. Some popular methods of bandwidth selection for kernel density estimation (nearest neighbour, least squares cross-validation, ``plug-in'' technique) are discussed. Modifications of the cross-validation criterion are proposed.
Rudzkis, Rimantas +1 more
openaire +2 more sources
Realized density estimation using intraday prices
Availability of high-frequency data, in line with IT developments, enables the use of Availability of high-frequency data, in line with IT developments, enables the use of more information to estimate not only the variance (volatility), but also higher ...
Arnerić Josip
doaj +1 more source
Bandwidth Prediction based on Nu-Support Vector Regression and Parallel Hybrid Particle Swarm Optimization [PDF]
This paper addresses the problem of generating multi-step-ahead bandwidth prediction. Variation of bandwidth is modeled as a Nu-Support Vector Regression (Nu-SVR) procedure. A parallel procedure is proposed to hybridize constant and binary Particle Swarm
Liang Hu, Xilong Che, Xiaochun Cheng
doaj +1 more source
The Priestley-Chao Estimator of Conditional Density with Uniformly Distributed Random Design [PDF]
The present paper is focused on non-parametric estimation of conditional density. Conditional density can be regarded as a generalization of regression thus the kernel estimator of conditional density can be derived from the kernel estimator of the ...
Kateřina Konečná
doaj
Local Cross-validation for Spectrum Bandwidth Choice [PDF]
We investigate an automatic method of determining a local bandwidth for non-parametric kernel spectral density estimates at a single frequency. This procedure is a modification of a cross-validation technique for global bandwidth choices, avoiding the ...
Velasco, Carlos
core +1 more source
The Quest for Bandwidth Estimation Techniques for large-scale Distributed Systems [PDF]
In recent years the research community has developed many techniques to estimate the end-to-end available bandwidth of an Internet path. This important metric can be potentially exploited to optimize the performance of several distributed systems and ...
E. LEONARDI +5 more
core +1 more source
Optimal Bandwidth Selection for Kernel Density Functionals Estimation
The choice of bandwidth is crucial to the kernel density estimation (KDE) and kernel based regression. Various bandwidth selection methods for KDE and local least square regression have been developed in the past decade.
Su Chen
doaj +1 more source
An R Package Implementation for Statistical Modeling of Emergence Curves in Weed Science
Over the last few years, the research group MODES has carried out a research line (in collaboration with researchers from the Sustainable Agriculture Institute of the CSIC in Córdoba) on statistical modeling in weed science. One of the aspects dealt with
Daniel Barreiro-Ures +2 more
doaj +1 more source

