Please use this identifier to cite or link to this item:
https://hdl.handle.net/10316/43969
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Tenreiro, C. | - |
dc.date.accessioned | 2017-10-17T17:24:39Z | - |
dc.date.issued | 2017 | - |
dc.identifier.uri | https://hdl.handle.net/10316/43969 | - |
dc.description.abstract | Since 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.iso | eng | por |
dc.relation | info:eu-repo/grantAgreement/FCT/5876/147205/PT | por |
dc.rights | embargoedAccess | - |
dc.title | A weighted least-squares cross-validation bandwidth selector for kernel density estimation | por |
dc.type | article | - |
degois.publication.firstPage | 3438 | por |
degois.publication.lastPage | 3458 | por |
degois.publication.issue | 7 | por |
degois.publication.title | Communications in Statistics - Theory and Methods | por |
dc.relation.publisherversion | http://www.tandfonline.com/doi/full/10.1080/03610926.2015.1062108 | por |
dc.peerreviewed | yes | por |
dc.identifier.doi | 10.1080/03610926.2015.1062108 | - |
degois.publication.volume | 46 | por |
dc.date.embargo | 2018-10-17T17:24:39Z | - |
uc.controloAutoridade | Sim | - |
item.openairetype | article | - |
item.languageiso639-1 | en | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.cerifentitytype | Publications | - |
item.grantfulltext | open | - |
item.fulltext | Com Texto completo | - |
crisitem.author.researchunit | CMUC - Centre for Mathematics of the University of Coimbra | - |
crisitem.author.orcid | 0000-0002-5495-6644 | - |
Appears in Collections: | I&D CMUC - Artigos em Revistas Internacionais |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
wcvd-author's version.pdf | 240.75 kB | Adobe PDF | View/Open |
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