El próximo miércoles 16 de julio, a las 12:30 horas, en la Sala de Juntas del Departamento en Badajoz, el profesor Carlos Tenreiro, de la Universidade de Coimbra (Portugal), impartirá la charla titulada

“A weighted cross-validation approach to kernel density bandwidth selection”

Resumen: “In this talk we present a weighted version of the classical least-square cross-validation bandwidth selector for kernel density estimation. From an asymptotic point of view, we will show that the new bandwidth introduces a positive bias with respect to the standard cross-validation bandwidth, through which it controls undersmoothing, and, at the same time, it reduces the sample variability of the cross-validation bandwidth. These two features are on the basis of the finite-sample properties of the weighted cross-validation bandwidth that are also discussed in this presentation.”