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https://hdl.handle.net/2445/111235Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Bolancé Losilla, Catalina | - |
| dc.date.accessioned | 2017-05-18T11:49:19Z | - |
| dc.date.available | 2017-05-18T11:49:19Z | - |
| dc.date.issued | 2010 | - |
| dc.identifier.issn | 1696-2281 | - |
| dc.identifier.uri | https://hdl.handle.net/2445/111235 | - |
| 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.format.mimetype | application/pdf | - |
| dc.language.iso | eng | - |
| dc.publisher | Institut d'Estadística de Catalunya | - |
| dc.relation.isformatof | Reproducció del document publicat a: http://www.raco.cat/index.php/SORT/article/view/217214 | - |
| dc.relation.ispartof | Sort (Statistics and Operations Research Transactions), 2010, vol. 34, num. 2, p. 223-238 | - |
| dc.rights | cc-by-nc-nd (c) Bolancé Losilla, Catalina, 2010 | - |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es | - |
| dc.source | Articles publicats en revistes (Econometria, Estadística i Economia Aplicada) | - |
| dc.subject.classification | Econometria | - |
| dc.subject.classification | Anàlisi funcional | - |
| dc.subject.other | Econometrics | - |
| dc.subject.other | Functional analysis | - |
| dc.title | Optimal Inverse Beta (3,3) Transformation in Kernel Density Estimation | - |
| dc.type | info:eu-repo/semantics/article | - |
| dc.type | info:eu-repo/semantics/publishedVersion | - |
| dc.identifier.idgrec | 592407 | - |
| dc.date.updated | 2017-05-18T11:49:20Z | - |
| dc.rights.accessRights | info:eu-repo/semantics/openAccess | - |
| Appears in Collections: | Articles publicats en revistes (Econometria, Estadística i Economia Aplicada) | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 592407.pdf | 749.5 kB | Adobe PDF | View/Open |
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