Bandwidth choice for robust nonparametric scale function estimation
We introduce and compare several robust procedures for bandwidth selection when estimating the variance function. These bandwidth selectors are to be used in combination with the robust scale estimates introduced by Boente et al. (2010a). We consider two different robust cross-validation strategies...
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| Formato: | Capítulo de libro |
| Lenguaje: | Inglés |
| Publicado: |
2012
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| Acceso en línea: | Registro en Scopus DOI Handle Registro en la Biblioteca Digital |
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| LEADER | 08394caa a22009377a 4500 | ||
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| 001 | PAPER-9595 | ||
| 003 | AR-BaUEN | ||
| 005 | 20230518203932.0 | ||
| 008 | 190411s2012 xx ||||fo|||| 00| 0 eng|d | ||
| 024 | 7 | |2 scopus |a 2-s2.0-84857641599 | |
| 040 | |a Scopus |b spa |c AR-BaUEN |d AR-BaUEN | ||
| 030 | |a CSDAD | ||
| 100 | 1 | |a Boente, G. | |
| 245 | 1 | 0 | |a Bandwidth choice for robust nonparametric scale function estimation |
| 260 | |c 2012 | ||
| 270 | 1 | 0 | |m Boente, G.; Instituto de Clculo, FCEyN, Pabelln 2, Buenos Aires C1428EHA, Argentina; email: gboente@dm.uba.ar |
| 506 | |2 openaire |e Política editorial | ||
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| 504 | |a Boente, G., Ruiz, M., Zamar, R., (2010) Bandwidth Choice for Robust Nonparametric Scale Function Estimation, , http://www.ic.fcen.uba.ar/preprints/BRZ_TR.pdf | ||
| 504 | |a Brown, L., Levine, M., Variance estimation in nonparametric regression via the difference sequence method (2007) The Annals of Statistics, 35, pp. 2219-2232 | ||
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| 504 | |a Levine, M., (2003) Variance Estimation for Nonparametric Regression and Its Applications, , Ph.D. Dissertation, University of Pennsylvania | ||
| 504 | |a Levine, M., Bandwidth selection for a class of difference-based variance estimators in the nonparametric regression: A possible approach (2006) Computational Statistics & Data Analysis, 50, pp. 3405-3431 | ||
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| 520 | 3 | |a We introduce and compare several robust procedures for bandwidth selection when estimating the variance function. These bandwidth selectors are to be used in combination with the robust scale estimates introduced by Boente et al. (2010a). We consider two different robust cross-validation strategies combined with two ways for measuring the cross-validation prediction error. The different proposals are compared with non robust alternatives using Monte Carlo simulation. We also derive some asymptotic results to investigate the large sample performance of the corresponding robust data-driven scale estimators. © 2011 Elsevier B.V. All rights reserved. |l eng | |
| 593 | |a Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, Argentina | ||
| 593 | |a CONICET, Argentina | ||
| 593 | |a Universidad Nacional de Ro Cuarto, Argentina | ||
| 593 | |a University of British Columbia, Canada | ||
| 690 | 1 | 0 | |a CROSS-VALIDATION |
| 690 | 1 | 0 | |a DATA-DRIVEN BANDWIDTH |
| 690 | 1 | 0 | |a HETEROSCEDASTICITY |
| 690 | 1 | 0 | |a LOCAL M-ESTIMATORS |
| 690 | 1 | 0 | |a NONPARAMETRIC REGRESSION |
| 690 | 1 | 0 | |a ROBUST ESTIMATION |
| 690 | 1 | 0 | |a CROSS VALIDATION |
| 690 | 1 | 0 | |a DATA-DRIVEN |
| 690 | 1 | 0 | |a HETEROSCEDASTICITY |
| 690 | 1 | 0 | |a LOCAL M-ESTIMATORS |
| 690 | 1 | 0 | |a NON-PARAMETRIC REGRESSION |
| 690 | 1 | 0 | |a ROBUST ESTIMATION |
| 690 | 1 | 0 | |a ASYMPTOTIC ANALYSIS |
| 690 | 1 | 0 | |a BANDWIDTH |
| 690 | 1 | 0 | |a MONTE CARLO METHODS |
| 690 | 1 | 0 | |a ESTIMATION |
| 700 | 1 | |a Ruiz, M. | |
| 700 | 1 | |a Zamar, R.H. | |
| 773 | 0 | |d 2012 |g v. 56 |h pp. 1594-1608 |k n. 6 |p Comput. Stat. Data Anal. |x 01679473 |w (AR-BaUEN)CENRE-4276 |t Computational Statistics and Data Analysis | |
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| 856 | 4 | 0 | |u https://doi.org/10.1016/j.csda.2011.10.002 |y DOI |
| 856 | 4 | 0 | |u https://hdl.handle.net/20.500.12110/paper_01679473_v56_n6_p1594_Boente |y Handle |
| 856 | 4 | 0 | |u https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01679473_v56_n6_p1594_Boente |y Registro en la Biblioteca Digital |
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