Nonclassical parameters in kernel estimation
Journal Title: Bulletin de la Société des sciences et des lettres de Łódź, Série: Recherches sur les déformations - Year 2016, Vol 0, Issue 1
Abstract
In kernel method, using in estimation as well as in hypothesis testing problems, two parameters should be fixed: kernel function and smoothing parameter. Some methods of kernel estimation and methods of choosing kernel parameters (classical and nonclassical) are presented. Basing on simulation study results, chosen kernel estimation methods are compared, taking into account their properties.
Authors and Affiliations
Aleksandra Baszczyńska
Keywords
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