INVESTIGADORES
BOENTE BOENTE Graciela Lina
congresos y reuniones científicas
Título:
Bandwidth choice for robust nonparametric scale function estimation
Autor/es:
BOENTE, GRACIELA; RUIZ, MARCELO; ZAMAR, RUBÉN
Lugar:
Praga
Reunión:
Conferencia; International Conference on Robust Statistics (ICORS 2010); 2010
Resumen:
In this talk, we obtain consistency and we derive the asymptotic distribution of the robust kernel scale estimates based on random bandwidths. In order to select the smoothing parameter, we propose a robust cross{validation method and we analize its performance comparing with non robust cross--validation devices.
