ListarModelización, Optimización e Inferencia Estadística (MODES) por tema "Kernel estimation"

Mostrando ítems 1-4 de 4

    • 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 ...

    • Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models 

      López-Cheda, Ana; Cao, Ricardo; Jácome, M. A.; Keilegom, Ingrid Van (Elsevier, 2017-01)
      [Abstract]: A completely nonparametric method for the estimation of mixture cure models is proposed. A nonparametric estimator of the incidence is extensively studied and a nonparametric estimator of the latency is presented. ...

    • 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 ...

    • Nonparametric latency estimation for mixture cure models 

      López-Cheda, Ana; Jácome, M. A.; Cao, Ricardo (Springer Nature, 2017-06)
      [Abstract]: A nonparametric latency estimator for mixture cure models is studied in this paper. An i.i.d. representation is obtained, the asymptotic mean squared error of the latency estimator is found, and its asymptotic ...