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Robust Plug-in Bandwidth Estimators in Nonparametric Regression by Graciela Boente; Ricardo Fraiman; Jean Meloche is a Mathematics article available to read on EtoBox.

What is Robust Plug-in Bandwidth Estimators in Nonparametric Regression about?

In this paper, we propose a robust bandwidth selection method for local M-estimates used in nonparametric regression. We study the asymptotic behavior of the resulting estimates. We use the results of a Monte Carlo study to compare the performance of various competitors for moderate samples sizes. It appears that the robust plug-in bandwidth selector we propose compares favorably to its competitors, despite the need to select a pilot bandwidth. The Monte Carlo study shows that the robust plug-in bandwidth selector is very stable and relatively insensitive to the choice of the pilot.

Who reads Robust Plug-in Bandwidth Estimators in Nonparametric Regression?

Author

Graciela Boente; Ricardo Fraiman; Jean Meloche

Publisher

Elsevier Science; Elsevier ; Elsevier BV (ISSN 0378-3758)

Published

1997

Language

EN

Field

Mathematics (Physical Sciences)