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Optimal inverse Beta(3,3) transformation in kernel density estimation
| dc.contributor.author | Bolancé, Catalina |
| dc.date.accessioned | 2011-10-28T15:02:56Z |
| dc.date.available | 2011-10-28T15:02:56Z |
| dc.date.issued | 2010 |
| dc.identifier.citation | Bolancé, Catalina. Optimal inverse Beta(3,3) transformation in kernel density estimation. "SORT", vol. 34, núm. 2, p. 223-238. |
| dc.identifier.issn | 1696-2281 |
| dc.identifier.uri | http://hdl.handle.net/2099/11229 |
| dc.description.abstract | A double transformation kernel density estimator that is suitable for heavy-tailed distributions is presented. Using a double transformation, an asymptotically optimal bandwidth parameter can be calculated when minimizing the expression of the asymptotic mean integrated squared error of the transformed variable. Simulation results are presented showing that this approach performs better than existing alternatives. An application to insurance claim cost data is included |
| dc.format.extent | 16 p. |
| dc.language.iso | eng |
| dc.publisher | Institut d'Estadística de Catalunya |
| dc.relation.ispartof | SORT. 2010, vol. 34, núm. 2 |
| dc.rights | Attribution-NonCommercial-NoDerivs 3.0 Spain |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
| dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica |
| dc.subject.lcsh | Mathematical statistics |
| dc.subject.other | Kernel density estimation |
| dc.subject.other | Transformations |
| dc.subject.other | Beta density |
| dc.subject.other | Right skewness. |
| dc.title | Optimal inverse Beta(3,3) transformation in kernel density estimation |
| dc.type | Article |
| dc.subject.lemac | Estadística matemàtica |
| dc.description.peerreviewed | Peer Reviewed |
| dc.subject.ams | Classificació AMS::62 Statistics::62G Nonparametric inference |
| dc.rights.access | Open Access |
| local.citation.author | Bolancé, Catalina |
| local.citation.publicationName | SORT |
| local.citation.volume | 34 |
| local.citation.number | 2 |
| local.citation.startingPage | 223 |
| local.citation.endingPage | 238 |
