INVESTIGADORES
BOENTE BOENTE Graciela Lina
artículos
Título:
Robust plug-in bandwidth estimators in nonparametric regression
Autor/es:
BOENTE, GRACIELA; FRAIMAN, RICARDO; MELOCHE, JEAN
Revista:
JOURNAL OF STATISTICAL PLANNING AND INFERENCE
Editorial:
Elsevier
Referencias:
Lugar: Netherlands; Año: 1997 vol. 57 p. 109 - 142
ISSN:
0378-3758
Resumen:
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.
