Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/21425
Título: | Nonparametric regression with doubly truncated data |
Autor(es): | Moreira, Carla Uña Álvarez, Jacobo de Machado, Luís Meira |
Palavras-chave: | Random truncation Kernel smoothing Local polynomial regression Bandwidth selection Biased data |
Data: | 2012 |
Editora: | Universidade de Vigo |
Resumo(s): | In 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. |
Tipo: | Relatório |
URI: | https://hdl.handle.net/1822/21425 |
Versão da editora: | http://webs.uvigo.es/depc05/reports/12_04.pdf |
Arbitragem científica: | no |
Acesso: | Acesso restrito UMinho |
Aparece nas coleções: | CMAT - Outros trabalhos de investigação / Other research works |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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RR_12_04.pdf Acesso restrito! | Documento principal | 371,14 kB | Adobe PDF | Ver/Abrir |