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Un choix de fenêtre optimal en estimation polynomiale locale de la fonction de répartition conditionnelle

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Title: Un choix de fenêtre optimal en estimation polynomiale locale de la fonction de répartition conditionnelle
Alternate Title: An optimal choice for the bandwidth parameter in local polynomial estimation of the conditional distribution function
Authors: Ferrigno, Sandie1 Sandie.Ferrigno@iecn.u-nancy.fr, Ducharme, Gilles R.2 ducharme@math.univ-montp2.fr
Source: Comptes Rendus. Mathématique. Jan2008, Vol. 346 Issue 1/2, p83-86. 4p.
Subjects: Bandwidths, Distribution (Probability theory), Asymptotic theory in estimation theory, Polynomials, Characteristic functions
Abstract (English): Abstract: We propose an optimal choice for the bandwidth parameter used in the local polynomial estimation of the conditional distribution function. This choice is approximated by the bandwidth which minimizes the asymptotic weighted mean integrated squared error (MISE). To cite this article: S. Ferrigno, G.R. Ducharme, C. R. Acad. Sci. Paris, Ser. I 346 (2008). [Copyright &y& Elsevier]
Abstract (French): Résumé: Nous proposons un critère de choix optimal pour la fenêtre d''''ajustement utilisée pour l''''estimation polynomiale locale de la fonction de répartition conditionnelle. Ce critère est basé sur la minimisation de l''''expression asymptotique de l''''erreur quadratique moyenne intégrée pondérée. Pour citer cet article : S. Ferrigno, G.R. Ducharme, C. R. Acad. Sci. Paris, Ser. I 346 (2008).
Copyright of Comptes Rendus. Mathématique is the property of Academie des Science, Centre Mersenne and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
Database: Engineering Source
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PubType: Academic Journal
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  Data: Un choix de fenêtre optimal en estimation polynomiale locale de la fonction de répartition conditionnelle
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  Data: An optimal choice for the bandwidth parameter in local polynomial estimation of the conditional distribution function
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  Data: <searchLink fieldCode="AR" term="%22Ferrigno%2C+Sandie%22">Ferrigno, Sandie</searchLink><relatesTo>1</relatesTo><i> Sandie.Ferrigno@iecn.u-nancy.fr</i><br /><searchLink fieldCode="AR" term="%22Ducharme%2C+Gilles+R%2E%22">Ducharme, Gilles R.</searchLink><relatesTo>2</relatesTo><i> ducharme@math.univ-montp2.fr</i>
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  Data: <searchLink fieldCode="JN" term="%22Comptes+Rendus%2E+Mathématique%22">Comptes Rendus. Mathématique</searchLink>. Jan2008, Vol. 346 Issue 1/2, p83-86. 4p.
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  Data: <searchLink fieldCode="DE" term="%22Bandwidths%22">Bandwidths</searchLink><br /><searchLink fieldCode="DE" term="%22Distribution+%28Probability+theory%29%22">Distribution (Probability theory)</searchLink><br /><searchLink fieldCode="DE" term="%22Asymptotic+theory+in+estimation+theory%22">Asymptotic theory in estimation theory</searchLink><br /><searchLink fieldCode="DE" term="%22Polynomials%22">Polynomials</searchLink><br /><searchLink fieldCode="DE" term="%22Characteristic+functions%22">Characteristic functions</searchLink>
– Name: Abstract
  Label: Abstract (English)
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  Data: Abstract: We propose an optimal choice for the bandwidth parameter used in the local polynomial estimation of the conditional distribution function. This choice is approximated by the bandwidth which minimizes the asymptotic weighted mean integrated squared error (MISE). To cite this article: S. Ferrigno, G.R. Ducharme, C. R. Acad. Sci. Paris, Ser. I 346 (2008). [Copyright &y& Elsevier]
– Name: Abstract
  Label: Abstract (French)
  Group: Ab
  Data: Résumé: Nous proposons un critère de choix optimal pour la fenêtre d''''ajustement utilisée pour l''''estimation polynomiale locale de la fonction de répartition conditionnelle. Ce critère est basé sur la minimisation de l''''expression asymptotique de l''''erreur quadratique moyenne intégrée pondérée. Pour citer cet article : S. Ferrigno, G.R. Ducharme, C. R. Acad. Sci. Paris, Ser. I 346 (2008). </ce:abst [Copyright 2008 Elsevier]
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  Data: <i>Copyright of Comptes Rendus. Mathématique is the property of Academie des Science, Centre Mersenne and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract.</i> (Copyright applies to all Abstracts.)
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        Value: 10.1016/j.crma.2007.11.026
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      – Code: fre
        Text: French
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        PageCount: 4
        StartPage: 83
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      – SubjectFull: Bandwidths
        Type: general
      – SubjectFull: Distribution (Probability theory)
        Type: general
      – SubjectFull: Asymptotic theory in estimation theory
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      – SubjectFull: Polynomials
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              Text: Jan2008
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