Reference : Computational treatment of the error distribution in nonparametric regression with ri...
Scientific congresses and symposiums : Unpublished conference
Business & economic sciences : Quantitative methods in economics & management
http://hdl.handle.net/2268/89140
Computational treatment of the error distribution in nonparametric regression with right-censored and selection-biased data
English
Laurent, Géraldine mailto [Université de Liège - ULg > HEC-Ecole de gestion de l'ULg : UER > UER Opérations >]
Heuchenne, Cédric mailto [Université de Liège - ULg > HEC-Ecole de gestion de l'ULg : UER > Statistique appliquée à la gestion et à l'économie >]
24-Aug-2010
Yes
International
The 19th International Conference on Computational Statistics (COMPSTAT2010)
August 22-27
Paris
France
[en] Consider the regression model Y = m(X) + σ(X) Ɛ , where m(X) = E[Y|X] and σ²(X) = Var[Y|X] are unknown smooth functions and the error Ɛ (with unknown distribution) is independent of X. The pair (X;Y) is subject to generalized selection bias and the response to right censoring. We construct a new estimator for the cumulative distribution function of the error Ɛ , and develop a bootstrap technique to select the smoothing parameter involved in the procedure. The estimator is studied via extended simulations and applied to real unemployment data.
http://hdl.handle.net/2268/89140

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