Conditional Density Estimations

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Authors	KONEČNÁ Kateřina HOROVÁ Ivanka KOLÁČEK Jan
Year of publication	2014
Type	Chapter of a book
MU Faculty or unit	Faculty of Science
Citation
Description	The crucial problem of kernel estimation is the choice of bandwidths. There exist many methods for choosing bandwidths. In this paper a new method, called the iterative method, will be introduced. The main idea of the proposed method is based on the estimation of asymptotic mean integrated square error (AMISE). The method is compared with the cross-validation method by using a simulation study and a real data set.