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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 2010 Issue 2, Pages 42–58 (Mi at776)

This article is cited in 21 papers

Estimation and Filtering

Bandwidth selection in nonparametric estimator of density derivative by smoothed cross-validation method

A. V. Dobrovidov, I. M. Rud'ko

Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia

Abstract: 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.

PACS: 02.50.Ey

Presented by the member of Editorial Board: A. I. Kibzun

Received: 02.03.2009


 English version:
Automation and Remote Control, 2010, 71:2, 209–224

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