2012/03/21_Carla Moreira and Jacobo de Uña (University of Vigo)

March 21st 2012

Faculty of Economic and Business Sciences | Salón de Grados

Bandwidth selection for kernel density estimation with doubly truncated data

2012/03/21 – 12:15 h | Carla Moreira, University of Vigo


In this work we introduce and compare several bandwidth selection procedures for kernel density estimation of a random variable that is sampled under random double truncation. The work is motivated by the fact that this type of incomplete data is often encountered in studies in astronomy and medicine. The bandwidth selection procedures we study are appropriate modifications of the normal reference rule, the least squares cross-validation procedure, two types of plug-in procedures, and a bootstrap based method. The methods are first shown to work from a theoretical point of view. A simulation study is then carried out to assess the finite sample behavior of these five bandwidth selectors. We also illustrate the use of the various practical bandwidth selectors by means of data regarding the luminosity of quasars in astronomy. This is joint work with Ingrid Van Keilegom (U. catholique Louvain).

Generalized copula-graphic estimator

2012/03/21 – 13:00 h | Jacobo de Uña-Álvarez, University of Vigo


In this paper a copula-graphic estimator is proposed for censored survival data. It is assumed that there is some dependent censoring acting on the variable of interest, which may come from an existing competing risk. Furthermore, the full process is independently censored by some administrative censoring time. The dependent censoring is modeled through an Archimedean copula function, which is supposed to be known. An asymptotic representation of the estimator as a sum of independent and identically distributed random variables is obtained and, consequently, a central limit theorem is established. We investigate the finite sample performance of the estimator through simulations. A real data illustration is included. This is joint work with Noel Veraverbeke (U. Hasselt).