PENAKSIRAN FUNGSI DENSITAS TIPE KERNEL DENGAN METODE CROSS-VALIDATION (C-V)
Abstract
The choice of the bandwidth h is the main problem of kernel density function. In some situations it might be quite useful to have a set of retes corresponding to different bandwidth.It is necessary to agree which bandwidth is an appropriate one. Cross-Validation (C-V) is a well-known method to optimize the smoothing parameter h. In this research, we will analysis about three methods of Cross-Validation: Maximum Likelihood Cross-Validation, Least-Square Cross-Validation (Unbiased Cross-Validation) and Biased Cross-Validation with bandwidth choice optimal.
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References
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