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dc.contributor.author
Boente Boente, Graciela Lina
dc.contributor.author
Ruiz, Marcelo
dc.contributor.author
Zamar, Rubén
dc.date.available
2017-04-05T20:58:54Z
dc.date.issued
2012-06
dc.identifier.citation
Boente Boente, Graciela Lina; Ruiz, Marcelo; Zamar, Rubén; Bandwidth choice for robust nonparametric scale function estimation; Elsevier; Computational Statistics And Data Analysis; 56; 6; 6-2012; 1594-1608
dc.identifier.issn
0167-9473
dc.identifier.uri
http://hdl.handle.net/11336/14886
dc.description.abstract
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.
dc.format
application/pdf
dc.language.iso
eng
dc.publisher
Elsevier
dc.rights
info:eu-repo/semantics/openAccess
dc.rights.uri
https://creativecommons.org/licenses/by-nc-nd/2.5/ar/
dc.subject
Cross-Validation
dc.subject
Data-Driven Bandwidth
dc.subject
Heteroscedasticity
dc.subject
Local M-Estimators
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Nonparametric Regression
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Robust Estimation
dc.subject.classification
Estadística y Probabilidad
dc.subject.classification
Matemáticas
dc.subject.classification
CIENCIAS NATURALES Y EXACTAS
dc.title
Bandwidth choice for robust nonparametric scale function estimation
dc.type
info:eu-repo/semantics/article
dc.type
info:ar-repo/semantics/artículo
dc.type
info:eu-repo/semantics/publishedVersion
dc.date.updated
2017-04-05T15:12:25Z
dc.journal.volume
56
dc.journal.number
6
dc.journal.pagination
1594-1608
dc.journal.pais
Países Bajos
dc.journal.ciudad
Amsterdam
dc.description.fil
Fil: Boente Boente, Graciela Lina. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria. Instituto de Investigaciones Matemáticas "Luis A. Santaló"; Argentina. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina
dc.description.fil
Fil: Ruiz, Marcelo. Universidad Nacional de Rio Cuarto; Argentina
dc.description.fil
Fil: Zamar, Rubén. University Of British Columbia; Canadá
dc.journal.title
Computational Statistics And Data Analysis
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/url/http://www.sciencedirect.com/science/article/pii/S0167947311003598
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/doi/http://dx.doi.org/10.1016/j.csda.2011.10.002
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