Bandwidth choice for density derivative

Authors

  • Duraid Hussein Badr

DOI:

https://doi.org/10.21533/pen.v8.i3.1213

Abstract

The methods for choosing appropriate bandwidth (smoothing parameter) are important to approximate the regression function to the original function so that the error is as small as possible. It is always a good starting point, and that the smoothing accuracy depends only on the bandwidth, which in turn affects the degree of smoothing of the estimated curve and its proximity to the true curve. The equilibrium between bias and variance is called the smoothing parameter or the bandwidth parameter. Its value is greater than zero, which reduces the function and its value corresponds to the smallest standard, and that large values of (h) produce smoothed results, because it increases the bias and reduces the variance to estimate the original regression function. It is one of the methods to reduce the mean squares of error. This article explains the structured methods of bandwidth choice for estimating the rth derivative of a univariate kernel employing techniques methods of cross-validation. We used kedd package proposed by Arsalane Chouaib Guidoum based on R programming with different kernel functions for computing bandwidth choice for density derivative. Simulation approaches are used to construct the method of bandwidth along with real-life data sets.

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Published

2020-08-31

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Section

Articles

How to Cite

Bandwidth choice for density derivative. (2020). Periodicals of Engineering and Natural Sciences, 8(3), 1795-1807. https://doi.org/10.21533/pen.v8.i3.1213