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Bandwidth choice for robust nonparametric scale function estimation

โœ 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

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On bandwidth selection for nonparametric
โœ A. Quintela-del-Rรญo ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 196 KB

## 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