Use of Fourier Transformation for Bandwidth Selection
| Authors | |
|---|---|
| Year of publication | 2004 |
| Type | Article in Proceedings |
| Conference | Datastat 03, Folia Fac. Sci. Nat. Univ. Masaryk. Brunensis, Mathematica 15 |
| MU Faculty or unit | |
| Citation | |
| Field | Applied statistics, operation research |
| Keywords | Bandwidth selection; Fourier transformation |
| Description | The problem of bandwidth selection for non-parametric kernel regression is considered. We will follow the Nadaraya - Watson estimators especially. The circular design is assumed in this work to avoid the difficulties caused by boundary effects. Most of bandwidth selectors are based on the residual sum of squares (RSS). It is often observed in simulation studies that these selectors are biased toward undersmoothing. This leads to consideration of a procedure which stabilizes the RSS by modifying the periodogram of the observations. Simulation studies suggest that the proposed selector is much more consistent than the classical one. But in the practical examples, there the results can be miscellaneous. |
| Related projects: |