Optimal Inverse Beta (3,3) Transformation in Kernel Density Estimation

dc.contributor.authorBolancé Losilla, Catalina
dc.date.accessioned2017-05-18T11:49:19Z
dc.date.available2017-05-18T11:49:19Z
dc.date.issued2010
dc.date.updated2017-05-18T11:49:20Z
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.format.mimetypeapplication/pdf
dc.identifier.idgrec592407
dc.identifier.issn1696-2281
dc.identifier.urihttps://hdl.handle.net/2445/111235
dc.language.isoeng
dc.publisherInstitut d'Estadística de Catalunya
dc.relation.isformatofReproducció del document publicat a: http://www.raco.cat/index.php/SORT/article/view/217214
dc.relation.ispartofSort (Statistics and Operations Research Transactions), 2010, vol. 34, num. 2, p. 223-238
dc.rightscc-by-nc-nd (c) Bolancé Losilla, Catalina, 2010
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es
dc.sourceArticles publicats en revistes (Econometria, Estadística i Economia Aplicada)
dc.subject.classificationEconometria
dc.subject.classificationAnàlisi funcional
dc.subject.otherEconometrics
dc.subject.otherFunctional analysis
dc.titleOptimal Inverse Beta (3,3) Transformation in Kernel Density Estimation
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/publishedVersion

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