Utilize este identificador para referenciar este registo: http://hdl.handle.net/1822/21425

TítuloNonparametric regression with doubly truncated data
AutorMoreira, Carla
Uña Álvarez, Jacobo de
Machado, Luís Meira
Palavras-chaveRandom truncation
Kernel smoothing
Local polynomial regression
Bandwidth selection
Biased data
Data2012
EditoraUniversidade de Vigo
ResumoIn this paper nonparametric regression with a doubly truncated response is introduced. Local constant and local linear kernel-type estimators are proposed. Asymptotic expressions for the bias and the variance of the estimators are obtained, showing the deterioration provoked by the random truncation. To solve the crucial problem of bandwidth choice, two different bandwidth selectors based on plug-in and cross-validation ideas are introduced. The performance of both the estimators and the bandwidth selectors is investigated through simulations. A real data illustration is included. The main conclusion is that the introduced regression methods perform satisfactorily in the complicated scenario of random double truncation.
Tiporeport
URIhttp://hdl.handle.net/1822/21425
Versão da editorahttp://webs.uvigo.es/depc05/reports/12_04.pdf
Arbitragem científicano
AcessorestrictedAccess
Aparece nas coleções:CMAT - Outras publicações/Other publications

Ficheiros deste registo:
Ficheiro Descrição TamanhoFormato 
RR_12_04.pdfDocumento principal371,14 kBAdobe PDFVer/Abrir  Solicitar cópia ao autor!

Partilhe no FacebookPartilhe no TwitterPartilhe no DeliciousPartilhe no LinkedInPartilhe no DiggAdicionar ao Google BookmarksPartilhe no MySpacePartilhe no Orkut
Exporte no formato BibTex mendeley Exporte no formato Endnote Adicione ao seu Currículo DeGóis