The Priestley-Chao Estimator of Conditional Density with Uniformly Distributed Random Design

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dc.contributor.authorPokorová, Kateřinacs
dc.coverage.issue3cs
dc.coverage.volume98cs
dc.date.accessioned2020-08-04T11:01:51Z
dc.date.available2020-08-04T11:01:51Z
dc.date.issued2018-09-21cs
dc.description.abstractThe present paper is focused on non-parametric estimation of conditional density. Conditional density can be regarded as a generalization of regression thus the kernel estimator of conditional density can be derived from the kernel estimator of the regression function. We concentrate on the Priestley-Chao estimator of conditional density with a random design presented by a uniformly distributed unconditional variable. The statistical properties of such an estimator are given. As the smoothing parameters have the most significant influence on the quality of the final estimate, the leave-one-out maximum likelihood method is proposed for their detection. Its performance is compared with the cross-validation method and with two alternatives of the reference rule method. The theoretical part is complemented by a simulation study.en
dc.formattextcs
dc.format.extent283-294cs
dc.format.mimetypeapplication/pdfcs
dc.identifier.citationStatistika. 2018, vol. 98, issue 3, p. 283-294.en
dc.identifier.issn0322-788Xcs
dc.identifier.other150775cs
dc.identifier.urihttp://hdl.handle.net/11012/178454
dc.language.isoencs
dc.publisherČeský statistický úřadcs
dc.relation.ispartofStatistikacs
dc.relation.urihttps://www.czso.cz/documents/10180/61266313/32019718q3283.pdf/a6025d1a-d8fc-4e3b-9846-3c16c7937288?version=1.0cs
dc.rightsCreative Commons Attribution-NonCommercial-ShareAlike 4.0 Internationalcs
dc.rights.accessopenAccesscs
dc.rights.sherpahttp://www.sherpa.ac.uk/romeo/issn/0322-788X/cs
dc.rights.urihttp://creativecommons.org/licenses/by-nc-sa/4.0/cs
dc.subjectPriestley-Chao estimator of conditional densityen
dc.subjectrandom designen
dc.subjectuniform marginal densityen
dc.subjectbandwidth selectionen
dc.subjectmaximum likelihood methoden
dc.subjectreference rule methoden
dc.titleThe Priestley-Chao Estimator of Conditional Density with Uniformly Distributed Random Designen
dc.type.driverarticleen
dc.type.statusPeer-revieweden
dc.type.versionpublishedVersionen
sync.item.dbidVAV-150775en
sync.item.dbtypeVAVen
sync.item.insts2020.08.04 13:01:51en
sync.item.modts2020.08.04 12:47:15en
thesis.grantorVysoké učení technické v Brně. Fakulta stavební. Ústav matematiky a deskriptivní geometriecs
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Ústav matematiky a deskriptivní geometrie