Bandwidth choice for robust nonparametric scale function estimation

Publication year: 2011 Source: Computational Statistics & Data Analysis, Available online 12 October 2011 Graciela Boente, Marcelo Ruiz, Ruben H. Zamar We introduce and compare several robust procedures for bandwidth selection when estimating the variance function. These bandwidth selectors are to be used in combination with the robust scale estimates introduced by Boente et al. (2010a)

Publication year: 2011 Source: Computational Statistics & Data Analysis, Available online 12 October 2011 Graciela Boente, Marcelo Ruiz, Ruben H. Zamar We introduce and compare several robust procedures for bandwidth selection when estimating the variance function. These bandwidth selectors are to be used in combination with the robust scale estimates introduced by Boente et al. (2010a)

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Bandwidth choice for robust nonparametric scale function estimation

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