PENAKSIRAN FUNGSI DENSITAS TIPE KERNEL DENGAN METODE CROSS-VALIDATION (C-V)

  • Mozart W. Talakua Jurusan Matematika FMIPA Universitas Pattimura
Keywords: optimal bandwidth, Maximum Likelihood Cross-Validation, Unbiased Cross-Validation, Biased Cross-Validation

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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Published
2007-03-03
How to Cite
[1]
M. Talakua, “PENAKSIRAN FUNGSI DENSITAS TIPE KERNEL DENGAN METODE CROSS-VALIDATION (C-V)”, BAREKENG, vol. 1, no. 1, pp. 27-31, Mar. 2007.

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