Comparative Study of the Bandwidth in Nonparametric Density Estimated

被引:0
|
作者
Xiong Guojing [1 ]
机构
[1] Nanchang Univ, Sch Econ & Management, Nanchang 330031, Peoples R China
来源
RECENT ADVANCE IN STATISTICS APPLICATION AND RELATED AREAS, PTS 1 AND 2 | 2008年
关键词
Bandwidth; Kernel Function; LSCV; Line Transect; RRMSE;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In the density function estimate, the bandwidth compares with the kernel function, the selection of bandwidth is more important. Three optimal bandwidths (bandwidth of MISE, LNO, and the AMSE standard) that depended oil detection function (DF), and LSCV standard don't depend oil DF We evaluate the estimate value by Relative Root Mean Square Error (RRMSE) and Relative Bias (RB). studying, the good and bad that these methods. When choose to use Semi-Gauss DF and Gauss kernel, in vie,x of the result of the simulation, it seems that the bandwidth of MISE is suitable. For the h of LSCV, Although RB is the least, But, the RRMSE is bigger than MISE, and a lot of line outside data. Because the h of LSCV does not depend on the DF, when the DF did not know, has very big advantage.
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页码:1443 / 1448
页数:6
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