Kernel bandwidth selection for a first order nonparametric streamflow simulation model

DOI10.1007/S004770050008MaRDI QIDQ1287036zbMATH OpenOpenAlexWikidataFDO

Authors K. Appert, A. Sharma, Upmanu Lall, David G. Tarboton

Publication date 14 May 2000

Published in Stochastic Hydrology and Hydraulics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s004770050008

zbMATH Keywords

bandwidth estimation methodsbiased cross-validationGaussian densitykernel density estimationleast-square cross-validationmaximum likelihood cross-validationoptimal smoothing parameters

Mathematics Subject Classification ID

Stochastic analysis applied to problems in fluid mechanics (76M35) Hydrology, hydrography, oceanography (86A05)

Review text

This study documents some of the tests that were conduced to evaluate the performance of bandwidth estimation methods for kernel density estimation. We examine issues related to selection of optimal smoothing parameters for kernel density estimation with small samples (200 or fewer data points). Both reference to a Gaussian density and data based specifications are applied to estimate bandwidths for samples from bivariate normal mixture densities. The three data based methods studied are maximum likelihood cross-validation, least-square cross-validation, and biased cross-validation.

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Cited in

(1)

• Multivariate nonparametric resampling scheme for generation of daily weather variables

Describes a project that uses

Uses Software

• KernSmooth

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