INVESTIGADORES
BOENTE BOENTE Graciela Lina
artículos
Título:
Asymptotic Distribution of Data-driven smoothers in density and regression estimation under dependence
Autor/es:
BOENTE, GRACIELA; FRAIMAN, RICARDO
Revista:
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
Editorial:
Statistical Society of Canada
Referencias:
Lugar: Canadá; Año: 1995 vol. 23 p. 383 - 397
ISSN:
0319-5724
Resumen:
We consider automatic data-driven density, regression and autoregression estimates, based on any random bandwidth selector . We show that in a first-order asymptotic approximation they behave as well as the related estimates obtained with the "optimal" bandwidth hT as long as /hT 1 in probability. The results are obtained for dependent observations; some of them are also new for independent observations.