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dc.contributor.authorBolancé, Catalina
dc.date.accessioned2011-10-28T15:02:56Z
dc.date.available2011-10-28T15:02:56Z
dc.date.issued2010
dc.identifier.citationBolancé, Catalina. Optimal inverse Beta(3,3) transformation in kernel density estimation. "SORT", vol. 34, núm. 2, p. 223-238.
dc.identifier.issn1696-2281
dc.identifier.urihttp://hdl.handle.net/2099/11229
dc.description.abstractA 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.extent16 p.
dc.language.isoeng
dc.publisherInstitut d'Estadística de Catalunya
dc.relation.ispartofSORT. 2010, vol. 34, núm. 2
dc.rightsAttribution-NonCommercial-NoDerivs 3.0 Spain
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subjectÀrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica
dc.subject.lcshMathematical statistics
dc.subject.otherKernel density estimation
dc.subject.otherTransformations
dc.subject.otherBeta density
dc.subject.otherRight skewness.
dc.titleOptimal inverse Beta(3,3) transformation in kernel density estimation
dc.typeArticle
dc.subject.lemacEstadística matemàtica
dc.description.peerreviewedPeer Reviewed
dc.subject.amsClassificació AMS::62 Statistics::62G Nonparametric inference
dc.rights.accessOpen Access
local.citation.authorBolancé, Catalina
local.citation.publicationNameSORT
local.citation.volume34
local.citation.number2
local.citation.startingPage223
local.citation.endingPage238


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