Please use this identifier to cite or link to this item: http://hdl.handle.net/10316/43969
DC FieldValueLanguage
dc.contributor.authorTenreiro, C.-
dc.date.accessioned2017-10-17T17:24:39Z-
dc.date.issued2017-
dc.identifier.urihttp://hdl.handle.net/10316/43969-
dc.description.abstractSince the late 1980s, several methods have been considered in the literature to reduce the sample variability of the least-squares cross-validation bandwidth selector for kernel density estimation. In this article, a weighted version of this classical method is proposed and its asymptotic and finite-sample behavior is studied. The simulation results attest that the weighted cross-validation bandwidth performs quite well, presenting a better finite-sample performance than the standard cross-validation method for “easy-to-estimate” densities, and retaining the good finite-sample performance of the standard cross-validation method for “hard-to-estimate” ones.por
dc.language.isoengpor
dc.relationinfo:eu-repo/grantAgreement/FCT/5876/147205/PTpor
dc.rightsembargoedAccess-
dc.titleA weighted least-squares cross-validation bandwidth selector for kernel density estimationpor
dc.typearticle-
degois.publication.firstPage3438por
degois.publication.lastPage3458por
degois.publication.issue7por
degois.publication.titleCommunications in Statistics - Theory and Methodspor
dc.relation.publisherversionhttp://www.tandfonline.com/doi/full/10.1080/03610926.2015.1062108por
dc.peerreviewedyespor
dc.identifier.doi10.1080/03610926.2015.1062108-
degois.publication.volume46por
dc.date.embargo2018-10-17T17:24:39Z-
uc.controloAutoridadeSim-
item.fulltextCom Texto completo-
item.languageiso639-1en-
item.grantfulltextopen-
crisitem.author.deptFaculty of Sciences and Technology-
crisitem.author.parentdeptUniversity of Coimbra-
crisitem.author.researchunitCMUC - Centre for Mathematics of the University of Coimbra-
crisitem.author.orcid0000-0002-5495-6644-
Appears in Collections:I&D CMUC - Artigos em Revistas Internacionais
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