Estimación de la densidad utilizando el cuantil bootstrap varianza y covarianza media cuantil

Palabras clave: estimación de densidades, varianza de cuantiles, covarianza entre media y cuantiles, bootstrap

Resumen

Evaluamos dos estimadores de densidades basados en la varianza y la covarianza entre media y varianza estimados por bootstrap. Revisamos otros desarrollos de estimadores de densidad relacionados con cuantiles. Las simulaciones de Monte Carlo para distintos procesos generadores de datos, tamaños de muestra, y otros parámetros muestran que los estimadores tienen buena performance en comparación con el estimador no paramétrico de kernel. Algunas de las técnicas de suavizamiento tienen menor error cuadrático medio integrado y sesgo, lo que indica que los estimadores propuestos son una estrategia promisoria.

Biografía del autor/a

Gabriel Montes Rojas, IIEP UBA CONICET

Universidad de Buenos Aires. Facultad de Ciencias Económicas. Buenos Aires, Argentina. CONICET-Universidad de Buenos Aires. Instituto Interdisciplinario de Economía Política de Buenos Aires (IIEP-BAIRES). Buenos Aires, Argentina.

Andrés Sebastián Mena, UNT CONICET

CONICET-Universidad Nacional de Tucumán. Instituto Superior de Estudios Sociales CONICET. Tucumán , Argentina.

Citas

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Publicado
2022-11-28
Cómo citar
Montes Rojas, G., & Mena, A. (2022). Estimación de la densidad utilizando el cuantil bootstrap varianza y covarianza media cuantil. Documentos De Trabajo Del Instituto Interdisciplinario De Economía Política, (50), 28. Recuperado a partir de https://ojs.econ.uba.ar/index.php/DT-IIEP/article/view/2449