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Bandwidth choice for robust nonparametric scale function estimation

✍ Scribed by Graciela Boente; Marcelo Ruiz; Ruben H. Zamar

Book ID: 113557729
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 622 KB
Volume: 56
Category: Article
ISSN: 0167-9473
DOI: 10.1016/j.csda.2011.10.002

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## Abstract Nonparametric estimation of the distribution function of the annual maxima (AM) flood series is considered. In practice, the good behaviour of the nonparametric estimators depends heavily on the smoothing parameter or bandwidth. Nowadays, there exist only two (optimal under a mathematic