• Title/Summary/Keyword: adaptive kernel estimator bandwidth selection

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On Teaching of Computer-Software Field Using Smoothing Methodology (평활 방법론이 적용될 수 있는 컴퓨터-소프트웨어 교육분야 제안)

  • Lee Seung-Woo
    • Journal for History of Mathematics
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    • v.19 no.3
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    • pp.113-122
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    • 2006
  • We investigate the mathematical background, statistical methodology, and the teaching of computer-software field using smoothing methodology in this paper. Also we investigate conception and methodology of histogram, kernel density estimator, adaptive kernel estimator, bandwidth selection based on mathematics and statistics.

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An Adaptive Bandwidth Selection Algorithm in Nonparametric Regression (비모수적 회귀선의 추정을 위한 bandwidth 선택 알고리즘)

  • Kyung Joon Cha;Seung Woo Lee
    • The Korean Journal of Applied Statistics
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    • v.7 no.1
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    • pp.149-158
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    • 1994
  • Nonparametric regression technique using kernel estimator is an attractive alternative that has received some attention, recently. The kernel estimate depends on two quantities which have to be provided by the user : the kernel function and the bandwidth. However, the more difficult problem is how to find an appropriate bandwidth which controls the amount of smoothing (see Silverman, 1986). Thus, in practical situation, it is certainly desirable to determine an appropriate bandwidth in some automatic fashion. Thus, the problem is to find a data-driven or adaptive (i.e., depending only on the data and then directly computable in practice) bandwidth that performs reasonably well relative to the best theoretical bandwidth. In this paper, we introduce a relation between bias and variance of mean square error. Thus, we present a simple and effective algorithm for selecting local bandwidths in kernel regression.

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