Plug-in bandwidth matrices for bivariate kernel density estimation
Plug-in bandwidth matrices for bivariate kernel density estimation
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DOI：
10.1080/10485250306039
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发表时间：
2003-02-01
影响因子：
1.2
通讯作者：
Hazelton, ML
中科院分区：
文献类型：
--
作者：
Duong, T;Hazelton, ML
我们考虑二元核密度估计的带宽矩阵选择问题。这方面的大部分工作都是针对对角线带宽矩阵的选择，但对于某些类型的目标密度，全带宽矩阵可以给出明显更好的性能。我们在方法论上的贡献是为全带宽矩阵开发了一个新版本的插件选择器。与现有的全带宽矩阵插件技术相比，我们的方法具有优势，即它总是产生有限的带宽矩阵。此外，它需要计算的导频带宽要少得多。数值研究表明，当采用两个导频估计阶段并应用于球化数据时，我们的带宽选择器的性能最佳。在这种情况下，我们的方法至少与所考虑的任何竞争方法一样好，同时比其竞争对手更容易实现。
We consider bandwidth matrix selection for bivariate kernel density estimators. The majority of work in this area has been directed towards selection of diagonal bandwidth matrices, but full bandwidth matrices can give markedly better performance for some types of target density. Our methodological contribution has been to develop a new version of the plug-in selector for full bandwidth matrices. Our approach has the advantage, in comparison to existing full bandwidth matrix plug-in techniques, that it will always produce a finite bandwidth matrix. Furthermore, it requires computation of significantly fewer pilot bandwidths. Numerical studies indicate that the performance of our bandwidth selector is best when implemented with two pilot estimation stages and applied to sphered data. In this case our methodology performs at least as well as any competing method considered, while being simpler to implement than its competitors.