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COMPUTER-ASSISTED CHOICE OF SMOOTHING PARAMETER IN KERNEL METHODS APPLIED IN ECONOMIC ANALYSES

100%
Baszczyńska A.
Metody Ilościowe w Badaniach Ekonomicznych
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2014
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vol. 15
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issue 2
37-46
EN
In the kernel method, it is necessary to determine the value of the smoothing parameter. Not without significance is the fact of using the objectivity in the selection of this parameter and a certain automation of the selection procedure, which is important especially for novice users of kernel methods in the process of statistical inference. In the paper some methods of choice of the smoothing parameter are presented with the results of the simulation study that indicate these methods of selecting the smoothing parameter as handy tool when kernel methods are used in economic analyses.
2
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Smoothing parameter values in automatic choice procedure and in acceptable interval in the kernel density estimation

100%
Baszczyńska A.
Bulletin de la Société des Sciences et des Lettres de Łódź, Série: Recherches sur les déformations
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2018
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vol. 68
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issue 3
51-58
PL
https://doi.org/10.26485/0459-6854/2018/68.3/4 Automatyczna procedura określania parametrów metody jądra pozwala na jednoczesny wybór dwóch parametrów metody: funkcji jądra i parametru wygładzania. To podejście upraszcza procedurę wyboru parametrów, a jednocześnie zapewnia dobre właściwości estymatorów jądra. Drugą procedurą, która jest w pracy, jest akceptowalny odstęp wartości parametrów wygładzania, co pozwala na bardziej uogólnione podejście do wyboru parametru wygładzania w szacowaniu jądra. W artykule przedstawiono wyniki analizy wartości parametrów wygładzania, ustalonych w procedurze automatycznej oraz procedury akceptowalnego odstępu wartości parametrów wygładzania w oszacowaniu funkcji gęstości. Porównanie tych wartości odbywa się w oparciu o wyniki stosowania metod symulacji. Na podstawie badań symulacyjnych proponuje się i przeanalizuje nowe odstępy wartości parametrów wygładzania.
EN
https://doi.org/10.26485/0459-6854/2018/68.3/4 Automatic procedure for determining the parameters of kernel method, allows the simultaneous selection of two method parameters: kernel function and smoothing parameter. This approach simplifies the procedure for parameters selection and at the same time provides a good properties of kernel estimators. The second procedure regarded in the paper is the acceptable interval of values of smoothing parameter, allowing for a much more generalized approach in choosing the smoothing parameter in the kernel estimation. The results of the smoothing parameter values comparison, where these values are set in the automatic procedure and the procedure of the acceptable interval of smoothing parameters values in the estimation of density function, are presented in the paper. Comparison of these values is made basing on the results of applying the simulation methods. Basing on simulation studies results new intervals of values of smoothing parameter are proposed and analyzed.
3
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BIAVERAGE AND MULIMODALITY IN INVESTIGATING DISTRIBUTION OF ELECTRICITY PRICES

63%
Baszczyńska A., Pekasiewicz D.
Acta Universitatis Lodziensis. Folia Oeconomica
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2014
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vol. 3
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issue 302
EN
In the paper chosen statistical methods concerning analysis of random variable distributions are presented. Investigating modality of distribution is one of the most interesting and important stages in random variable analysis. Among others, the following methods can be used: kernel density estimation, the Hartigan test of unimodality and the biavarage. The example showing application of these methods from the one-day-ahead market of electricity is presented.
4
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Professor Czesław Domański - 55 years devoted to statistics

51%
Jędrzejczak A., Kowaleski T. J., Baszczyńska A.
Przegląd Statystyczny
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2023
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vol. 70
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issue 2
46-56
XX
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