Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/32412
Título: | Nonparametric regression with doubly truncated data |
Autor(es): | Moreira, Carla Uña Álvarez, Jacobo de Machado, Luís Meira |
Palavras-chave: | Local polynomial regression Kernel smoothing Bandwidth selection Random truncation Biased data Mean squared error |
Data: | 2016 |
Editora: | Elsevier 1 |
Revista: | Computational statistics and data analysis |
Resumo(s): | 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. |
Tipo: | Artigo |
Descrição: | "Preprint submitted to Computational statistics and data analysis"; Available online 4 April 2014 |
URI: | https://hdl.handle.net/1822/32412 |
DOI: | 10.1016/j.csda.2014.03.017 |
ISSN: | 0167-9473 |
Versão da editora: | http://www.sciencedirect.com/science/article/pii/S0167947314000942 |
Arbitragem científica: | yes |
Acesso: | Acesso restrito UMinho |
Aparece nas coleções: | CMAT - Artigos em revistas com arbitragem / Papers in peer review journals |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
---|---|---|---|---|
Regression_REp.pdf Acesso restrito! | Documento Principal | 278,95 kB | Adobe PDF | Ver/Abrir |