Kernel smoothing in MATLAB theory and practice of kernel smoothing.

Methods of kernel estimates represent one of the most effective nonparametric smoothing techniques. These methods are simple to understand and they possess very good statistical properties. This book provides a concise and comprehensive overview of statistical theory and in addition, emphasis is giv...

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Bibliographische Detailangaben
Hauptverfasser: Horová, Ivana, Koláček, Jan, Zelinka, Jiří
Format: E-Book Buch
Sprache:Englisch
Veröffentlicht: Singapore World Scientific Publishing Co. Pte. Ltd 2012
World Scientific
WORLD SCIENTIFIC
World Scientific Publishing
Schlagworte:
Kernel functions
Numerical analysis
Probability & Statistics
Smoothing (Statistics)
Kernel Regression
Hazard Function
Density Estimate
Kernel
Bandwidth
ISBN:9789814405485, 9814405485
Online-Zugang:Volltext
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Beschreibung
Zusammenfassung:Methods of kernel estimates represent one of the most effective nonparametric smoothing techniques. These methods are simple to understand and they possess very good statistical properties. This book provides a concise and comprehensive overview of statistical theory and in addition, emphasis is given to the implementation of presented methods in Matlab. All created programs are included in a special toolbox which is an integral part of the book. This toolbox contains many Matlab scripts useful for kernel smoothing of density, cumulative distribution function, regression function, hazard function, indices of quality and bivariate density. Specifically, methods for choosing a choice of the optimal bandwidth and a special procedure for simultaneous choice of the bandwidth, the kernel and its order are implemented. The toolbox is divided into six parts according to the chapters of the book.
Bibliographie:Bibliography: p. 213-223
Includes index
ISBN:9789814405485
9814405485
DOI:10.1142/8468