Please use this identifier to cite or link to this item:
https://hdl.handle.net/10316/43974
DC Field | Value | Language |
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dc.contributor.author | Chacón, J. E. | - |
dc.contributor.author | Tenreiro, C. | - |
dc.date.accessioned | 2017-10-17T22:37:34Z | - |
dc.date.issued | 2013 | - |
dc.identifier.uri | https://hdl.handle.net/10316/43974 | - |
dc.description.abstract | The choice of the bandwidth is a crucial issue for kernel density estimation. Among all the data-dependent methods for choosing the bandwidth, the direct plug-in method has shown a particularly good performance in practice. This procedure is based on estimating an asymptotic approximation of the optimal bandwidth, using two `pilot' kernel estimation stages. Although two pilot stages seem to be enough for most densities, for a long time the problem of how to choose an appropriate number of stages has remained open. Here we propose an automatic (i.e., data-based) method for choosing the number of stages to be employed in the plug-in bandwidth selector. Asymptotic properties of the method are presented and an extensive simulation study is carried out to compare its small-sample performance with that of the most recommended bandwidth selectors in the literature. | por |
dc.language.iso | eng | por |
dc.relation | CMUC/FCT | por |
dc.rights | embargoedAccess | - |
dc.title | Data-Based Choice of the Number of Pilot Stages for Plug-in Bandwidth Selection | por |
dc.type | article | - |
degois.publication.firstPage | 2200 | por |
degois.publication.lastPage | 2214 | por |
degois.publication.issue | 12 | por |
degois.publication.title | Communications in Statistics - Theory and Methods | por |
dc.relation.publisherversion | http://www.tandfonline.com/doi/abs/10.1080/03610926.2011.606486 | por |
dc.peerreviewed | yes | por |
dc.identifier.doi | 10.1080/03610926.2011.606486 | - |
degois.publication.volume | 42 | por |
dc.date.embargo | 2018-10-17T22:37:34Z | - |
uc.controloAutoridade | Sim | - |
item.fulltext | Com Texto completo | - |
item.grantfulltext | open | - |
item.languageiso639-1 | en | - |
item.cerifentitytype | Publications | - |
item.openairetype | article | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
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 | |
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cvps-author's version.pdf | 826.8 kB | Adobe PDF | View/Open |
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