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

Talakua, Mozart W.

BAREKENG: Jurnal Ilmu Matematika dan Terapan
Vol 1 No 1 (2007): BAREKENG : Jurnal Ilmu Matematika dan Terapan

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.