Bootstrap Selector for the Smoothing Parameter of Beran’s Estimator
Use este enlace para citar
http://hdl.handle.net/2183/29395Colecciones
Metadatos
Mostrar el registro completo del ítemTítulo
Bootstrap Selector for the Smoothing Parameter of Beran’s EstimatorFecha
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
Resumen
[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 clave
Beran’s estimator
Survival analysis
Bootstrap
Bandwidth selector
Confidence intervals
Survival analysis
Bootstrap
Bandwidth selector
Confidence intervals
Descripción
Presented at the 4th XoveTIC Conference, A Coruña, Spain, 7–8 October 2021.
Versión del editor
Derechos
Atribución 4.0 Internacional