Lecture 4 Bandwidth Selection Methods

1
Lecture 4 Bandwidth Selection Methods

• Reference Method
• Plug-in Method
• Cross-Validation

2
Examples

• xrandn(200,1)
• gtgt xpdf,hkde0(x)h.36572 by normal reference
  method

3
Examples

• Undersmooth and oversmooth

4
The Problem
5
(No Transcript)
6
(No Transcript)
7

8
Examples

• xrandn(200,1)
• gtgt xpdf,hkde0(x)h.36572 by normal reference
  method

9
Examples

• Uniform kernel used

10
Examples

• Optimal kernel used

11
(No Transcript)
12
(No Transcript)
13
(No Transcript)
14
(No Transcript)
15
(No Transcript)
16
(No Transcript)
17
(No Transcript)
18
(No Transcript)