Listar GI-MODES - Congresos, conferencias, etc. por autor "Cao, Ricardo"

Mostrando ítems 1-5 de 5

    • A Doubly Smoothed PD Estimator in Credit Risk 

      Peláez, Rebeca; Cao, Ricardo; Vilar, Juan M. (MDPI AG, 2020-09-01)
      [Abstract] In this work a doubly smoothed probability of default (PD) estimator is proposed based on a smoothed version of the survival Beran’s estimator. The asymptotic properties of both the smoothed survival and PD ...

    • Bandwidth Selection for Prediction in Regression 

      Barbeito, Inés; Cao, Ricardo; Sperlich, Stefan (M D P I AG, 2019-08-05)
      [Abstract] There exist many different methods to choose the bandwidth in kernel regression. If, however, the target is regression based prediction for samples or populations with potentially different distributions, then ...

    • Bootstrap Selector for the Smoothing Parameter of Beran’s Estimator 

      Peláez, Rebeca; Cao, Ricardo; Vilar, Juan M. (MDPI, 2021)
      [Abstract] This work proposes a resampling technique to approximate the smoothing parameter of Beran’s estimator. It is based on resampling by the smoothed bootstrap and minimising the bootstrap approximation of the mean ...

    • Computationally Efficient Bootstrap Expressions for Bandwidth Selection in Nonparametric Curve Estimation 

      Barbeito Cal, Inés; Cao, Ricardo (M D P I AG, 2018-09-17)
      [Abstract] Bootstrap methods are used for bandwidth selection in: (1) nonparametric kernel density estimation with dependent data (smoothed stationary bootstrap and smoothed moving blocks bootstrap), and (2) nonparametric ...

    • Nonparametric Inference in Mixture Cure Models 

      López-Cheda, Ana; Cao, Ricardo; Jácome, M. A.; Keilegom, Ingrid Van (MDPI, 2018-09)
      [Abstract]: A completely nonparametric method for the estimation of mixture cure models is proposed. Nonparametric estimators for the cure probability (incidence) and for the survival function of the uncured population ...