Bootstrap Selector for the Smoothing Parameter of Beran’s Estimator
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http://hdl.handle.net/2183/29395
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Bootstrap Selector for the Smoothing Parameter of Beran’s EstimatorData
2021Cita bibliográfica
Suárez, R.P.; Abad, R.C.; Fernández, J.M.V. Bootstrap Selector for the Smoothing Parameter of Beran’s Estimator. Eng. Proc. 2021, 7, 28. https://doi.org/10.3390/engproc2021007028
Resumo
[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 integrated squared error to find the bootstrap bandwidth. The behaviour of this method has been tested by simulation on several models. Bootstrap confidence intervals are also addressed in this research and their performance is analysed in the simulation study.
Palabras chave
Beran’s estimator
Survival analysis
Bootstrap
Bandwidth selector
Confidence intervals
Survival analysis
Bootstrap
Bandwidth selector
Confidence intervals
Descrición
Presented at the 4th XoveTIC Conference, A Coruña, Spain, 7–8 October 2021.
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Atribución 4.0 Internacional