Bandwidth choice for robust nonparametric scale function estimation
نویسندگان
چکیده
Some key words: Cross–validation; Data–driven bandwidth; Heteroscedasticity; Local M−estimators; Nonparametric regression; Robust estimation. Corresponding Author Graciela Boente Instituto de Cálculo Facultad de Ciencias Exactas y Naturales Ciudad Universitaria, Pabellón 2 Buenos Aires, C1428EHA Argentina email: [email protected] fax 54-11-45763375 Running Head: Robust scale estimation. ∗This research was partially supported by Grants X-018 from the Universidad de Buenos Aires, pip 0216 from conicet and pict 00821 from anpcyt, Argentina and Discovery Grant of the Natural Sciences and Engineering Research Council of Canada.
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عنوان ژورنال:
- Computational Statistics & Data Analysis
دوره 56 شماره
صفحات -
تاریخ انتشار 2012