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Frederic Udina

Personal Details

First Name:Frederic
Middle Name:
Last Name:Udina
Suffix:
RePEc Short-ID:pud1
[This author has chosen not to make the email address public]
https://www.upf.edu/web/frederic-udina
Universitat Pompeu Fabra Ramon Trias Fargas, 25--27 08005 Barcelona SPAIN

Affiliation

(50%) Departament d'Economia i Empresa
Universitat Pompeu Fabra
Barcelona School of Economics (BSE)

Barcelona, Spain
http://www.econ.upf.edu/
RePEc:edi:deupfes (more details at EDIRC)

(50%) Barcelona School of Economics (BSE)

Barcelona, Spain
https://www.bse.eu/
RePEc:edi:bargses (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Frederic Udina & Pedro Delicado, 2001. "Estimating parliamentary composition through electoral polls," Economics Working Papers 562, Department of Economics and Business, Universitat Pompeu Fabra.
  2. Frederic Udina, 1999. "Implementing interactive computing in an object-oriented environment," Economics Working Papers 419, Department of Economics and Business, Universitat Pompeu Fabra.
  3. Luc Devroye & Gábor Lugosi & Frederic Udina, 1998. "Inequalities for a new data-based method for selecting nonparametric density estimates," Economics Working Papers 281, Department of Economics and Business, Universitat Pompeu Fabra.
  4. J. S. Marron & Frederic Udina, 1995. "Interactive local bandwidth choice," Economics Working Papers 109, Department of Economics and Business, Universitat Pompeu Fabra.
  5. Jeffrey S. Simonoff & Frederic Udina, 1995. "Measuring the stability of histogram appearance when the anchor position is changed," Economics Working Papers 133, Department of Economics and Business, Universitat Pompeu Fabra.

Articles

  1. Nuria Osés-Eraso & Frederic Udina & Montserrat Viladrich-Grau, 2008. "Environmental versus Human-Induced Scarcity in the Commons: Do They Trigger the Same Response?," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 40(4), pages 529-550, August.
  2. Györfi László & Udina Frederic & Walk Harro, 2008. "Nonparametric nearest neighbor based empirical portfolio selection strategies," Statistics & Risk Modeling, De Gruyter, vol. 26(2), pages 145-157, March.
  3. László Györfi & Gábor Lugosi & Frederic Udina, 2006. "Nonparametric Kernel‐Based Sequential Investment Strategies," Mathematical Finance, Wiley Blackwell, vol. 16(2), pages 337-357, April.
  4. Udina, Frederic, 2005. "Interactive Biplot Construction," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 13(i05).
  5. Frederic Udina & Pedro Delicado, 2005. "Estimating Parliamentary composition through electoral polls," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 168(2), pages 387-399, March.
  6. Valero-Mora, Pedro M. & Udina, Frederic, 2004. "The Health of Lisp-Stat," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 13(i10).
  7. Udina, Frederic, 2004. "Visualizing Categorical Data," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 11(b07).
  8. Udina, Frederic, 2000. "Implementing interactive computing in an object-oriented environment," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 5(i03).
  9. Duc Devroye & J. Beirlant & R. Cao & R. Fraiman & P. Hall & M. Jones & Gábor Lugosi & E. Mammen & J. Marron & C. Sánchez-Sellero & J. Uña & F. Udina & L. Devroye, 1997. "Universal smoothing factor selection in density estimation: theory and practice," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 6(2), pages 223-320, December.
  10. Simonoff, Jeffrey S. & Udina, Frederic, 1997. "Measuring the stability of histogram appearance when the anchor position is changed," Computational Statistics & Data Analysis, Elsevier, vol. 23(3), pages 335-353, January.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Frederic Udina & Pedro Delicado, 2001. "Estimating parliamentary composition through electoral polls," Economics Working Papers 562, Department of Economics and Business, Universitat Pompeu Fabra.

    Cited by:

    1. José Garcia Montalvo & Omiros Papaspiliopoulos & Timothée Stumpf-Fétizon, 2018. "Bayesian forecasting of electoral outcomes with new parties' competition," Economics Working Papers 1624, Department of Economics and Business, Universitat Pompeu Fabra.
    2. José García-Montalvo & Omiros Papaspiliopoulos & Timothée Stumpf-Fétizon, 2018. "Bayesian Forecasting of Electoral Outcomes with new Parties' Competition," Working Papers 1065, Barcelona School of Economics.
    3. Jarosław Flis & Wojciech Słomczyński & Dariusz Stolicki, 2020. "Pot and ladle: a formula for estimating the distribution of seats under the Jefferson–D’Hondt method," Public Choice, Springer, vol. 182(1), pages 201-227, January.
    4. Montalvo, José G. & Papaspiliopoulos, Omiros & Stumpf-Fétizon, Timothée, 2019. "Bayesian forecasting of electoral outcomes with new parties’ competition," European Journal of Political Economy, Elsevier, vol. 59(C), pages 52-70.

  2. Luc Devroye & Gábor Lugosi & Frederic Udina, 1998. "Inequalities for a new data-based method for selecting nonparametric density estimates," Economics Working Papers 281, Department of Economics and Business, Universitat Pompeu Fabra.

    Cited by:

    1. Cristina Butucea, 2001. "Numerical results concerning a sharp adaptive density estimator," Computational Statistics, Springer, vol. 16(2), pages 271-298, July.
    2. Luc Devroye & Gábor Lugosi, 1998. "Variable Kernel estimates: On the impossibility of tuning the parameters," Economics Working Papers 325, Department of Economics and Business, Universitat Pompeu Fabra.
    3. Luc Devroye & Gábor Lugosi, 1999. "Almost sure testability of classes of densities," Economics Working Papers 375, Department of Economics and Business, Universitat Pompeu Fabra.

  3. J. S. Marron & Frederic Udina, 1995. "Interactive local bandwidth choice," Economics Working Papers 109, Department of Economics and Business, Universitat Pompeu Fabra.

    Cited by:

    1. J. S. Marron & S. S. Chung, 2001. "Presentation of smoothers: the family approach," Computational Statistics, Springer, vol. 16(1), pages 195-207, March.

  4. Jeffrey S. Simonoff & Frederic Udina, 1995. "Measuring the stability of histogram appearance when the anchor position is changed," Economics Working Papers 133, Department of Economics and Business, Universitat Pompeu Fabra.

    Cited by:

    1. Jyh-Shyang Wu & Wen-Shuenn Deng, 2012. "Averaged shifted chi-square test," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(1), pages 39-57.
    2. Udina, Frederic, 2000. "Implementing interactive computing in an object-oriented environment," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 5(i03).
    3. Dong, Jianping & Zheng, Chuang, 2001. "Generalized edge frequency polygon for density estimation," Statistics & Probability Letters, Elsevier, vol. 55(2), pages 137-145, November.
    4. Pedro Delicado & Manuel del Río, 1999. "A generalization of histogram type estimators," Economics Working Papers 422, Department of Economics and Business, Universitat Pompeu Fabra.

Articles

  1. Nuria Osés-Eraso & Frederic Udina & Montserrat Viladrich-Grau, 2008. "Environmental versus Human-Induced Scarcity in the Commons: Do They Trigger the Same Response?," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 40(4), pages 529-550, August.

    Cited by:

    1. Giordana, Gastón A. & Montginoul, Marielle & Willinger, Marc, 2010. "Do Static Externalities Offset Dynamic Externalities? An Experimental Study of the Exploitation of Substitutable Common-Pool Resources," Agricultural and Resource Economics Review, Cambridge University Press, vol. 39(2), pages 305-323, April.
    2. Sebastian Prediger & Björn Vollan & Benedikt Herrmann, 2013. "Resource scarcity, spite and cooperation," Working Papers 2013-10, Faculty of Economics and Statistics, Universität Innsbruck.
    3. Jean-Christian Tisserand & Astrid Hopfensitz & Serge Blondel & Youenn Loheac & César Mantilla & Guillermo Mateu & Julie Rosaz & Anne Rozan & Marc Willinger & Angela Sutan, 2022. "Management of common pool resources in a nation-wide experiment," Post-Print hal-03762599, HAL.
    4. Benito-Ostolaza, J.M. & Ezcurra, R. & Osés-Eraso, N., 2014. "Negative externalities in cropping decisions: Private versus common land," Ecological Economics, Elsevier, vol. 105(C), pages 185-192.
    5. Oscar Santis & Carlos Chávez, 2014. "Extraction of natural resources in contexts of abundance and scarcity: An experimental analysis on non-compliance with quotas in management and exploitation areas of benthic resources in central-south," Estudios de Economia, University of Chile, Department of Economics, vol. 41(1 Year 20), pages 89-123, June.
    6. Selles Jules & Bonhommeau Sylvain & Guillotreau Patrice & Vallée Thomas, 2020. "Can the Threat of Economic Sanctions Ensure the Sustainability of International Fisheries? An Experiment of a Dynamic Non-cooperative CPR Game with Uncertain Tipping Point," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 76(1), pages 153-176, May.
    7. Nhim, Tum & Schuch, Esther & Richter, Andries, 2023. "Water scarcity and support for costly institutions in public goods: Experimental evidence from Cambodia," Ecological Economics, Elsevier, vol. 212(C).
    8. Gatiso, Tsegaye T. & Vollan, Björn & Nuppenau, Ernst-August, 2015. "Resource scarcity and democratic elections in commons dilemmas: An experiment on forest use in Ethiopia," Ecological Economics, Elsevier, vol. 114(C), pages 199-207.
    9. Therese Lindahl & Anne-Sophie Crépin & Caroline Schill, 2016. "Potential Disasters can Turn the Tragedy into Success," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 65(3), pages 657-676, November.
    10. Anabela Botelho & Ariel Dinar & Lígia Costa Pinto & Amnon Rapoport, 2014. "Time and uncertainty in resource dilemmas: equilibrium solutions and experimental results," Experimental Economics, Springer;Economic Science Association, vol. 17(4), pages 649-672, December.
    11. Christian Kimmich & Sergio Villamayor Tomas, 2019. "Assessing Action Situation Networks: A Configurational Perspective on Water and Energy Governance in Irrigation Systems," Water Economics and Policy (WEP), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 1-29, January.
    12. Nie, Zihan & Yang, Xiaojun & Tu, Qin, 2020. "Resource scarcity and cooperation: Evidence from a gravity irrigation system in China," World Development, Elsevier, vol. 135(C).
    13. Santis, Oscar & Chávez, Carlos, 2015. "Quota compliance in TURFs: An experimental analysis on complementarities of formal and informal enforcement with changes in abundance," Ecological Economics, Elsevier, vol. 120(C), pages 440-450.
    14. Blanco, Esther & Lopez, Maria Claudia & Villamayor-Tomas, Sergio, 2015. "Exogenous degradation in the commons: Field experimental evidence," Ecological Economics, Elsevier, vol. 120(C), pages 430-439.
    15. Pfaff, Alexander & Vélez, Maria Alejandra & Ramos, Pablo Andres & Molina, Adriana, 2015. "Framed field experiment on resource scarcity & extraction: Path-dependent generosity within sequential water appropriation," Ecological Economics, Elsevier, vol. 120(C), pages 416-429.
    16. Janssen, Marco A. & Bousquet, François & Cardenas, Juan-Camilo & Castillo, Daniel & Worrapimphong, Kobchai, 2013. "Breaking the elected rules in a field experiment on forestry resources," Ecological Economics, Elsevier, vol. 90(C), pages 132-139.
    17. Garrone, Paola & Grilli, Luca & Marzano, Riccardo, 2019. "Price elasticity of water demand considering scarcity and attitudes," Utilities Policy, Elsevier, vol. 59(C), pages 1-1.
    18. Hoenow, Nils Christian & Kirk, Michael, 2021. "Does competitive scarcity affect the speed of resource extraction? A common-pool resource lab-in-the-field experiment on land use in northern Namibia," World Development, Elsevier, vol. 147(C).
    19. Gbetonmasse B. Somasse & Alexander Smith & Zachary Chapman, 2018. "Characterizing Actions in a Dynamic Common Pool Resource Game," Games, MDPI, vol. 9(4), pages 1-13, December.
    20. Nuria Osés-Eraso & Montserrat Viladrich-Grau, 2011. "The sustainability of the commons: giving and receiving," Experimental Economics, Springer;Economic Science Association, vol. 14(4), pages 458-481, November.

  2. Györfi László & Udina Frederic & Walk Harro, 2008. "Nonparametric nearest neighbor based empirical portfolio selection strategies," Statistics & Risk Modeling, De Gruyter, vol. 26(2), pages 145-157, March.

    Cited by:

    1. Guy Uziel & Ran El-Yaniv, 2017. "Growth-Optimal Portfolio Selection under CVaR Constraints," Papers 1705.09800, arXiv.org.
    2. Jin’an He & Shicheng Yin & Fangping Peng, 2024. "Weak aggregating specialist algorithm for online portfolio selection," Computational Economics, Springer;Society for Computational Economics, vol. 63(6), pages 2405-2434, June.
    3. Guo, Sini & Gu, Jia-Wen & Ching, Wai-Ki, 2021. "Adaptive online portfolio selection with transaction costs," European Journal of Operational Research, Elsevier, vol. 295(3), pages 1074-1086.
    4. Kailin Xie & Jianfei Yin & Hengyong Yu & Hong Fu & Ying Chu, 2024. "Passive Aggressive Ensemble for Online Portfolio Selection," Mathematics, MDPI, vol. 12(7), pages 1-19, March.
    5. Bin Li & Steven C. H. Hoi, 2012. "Online Portfolio Selection: A Survey," Papers 1212.2129, arXiv.org, revised May 2013.
    6. Mih�ly Ormos & Andr�s Urb�n, 2013. "Performance analysis of log-optimal portfolio strategies with transaction costs," Quantitative Finance, Taylor & Francis Journals, vol. 13(10), pages 1587-1597, October.
    7. Guo, Sini & Gu, Jia-Wen & Fok, Christopher H. & Ching, Wai-Ki, 2023. "Online portfolio selection with state-dependent price estimators and transaction costs," European Journal of Operational Research, Elsevier, vol. 311(1), pages 333-353.
    8. Victor DeMiguel & Francisco J. Nogales & Raman Uppal, 2014. "Stock Return Serial Dependence and Out-of-Sample Portfolio Performance," The Review of Financial Studies, Society for Financial Studies, vol. 27(4), pages 1031-1073.
    9. Hongliu He & Hua Li, 2024. "A New Boosting Algorithm for Online Portfolio Selection Based on dynamic Time Warping and Anti-correlation," Computational Economics, Springer;Society for Computational Economics, vol. 63(5), pages 1777-1803, May.
    10. Yang Wang & Dong Wang & Yaodong Wang & You Zhang, 2018. "RACORN-K: Risk-Aversion Pattern Matching-based Portfolio Selection," Papers 1802.10244, arXiv.org.
    11. Vajda, István & Ottucsák, György, 2006. "Empirikus portfólióstratégiák [Empirical portfolio strategies]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 624-640.
    12. Fayyaaz Loonat & Tim Gebbie, 2018. "Learning zero-cost portfolio selection with pattern matching," PLOS ONE, Public Library of Science, vol. 13(9), pages 1-38, September.
    13. Tim Gebbie & Fayyaaz Loonat, 2016. "Learning zero-cost portfolio selection with pattern matching," Papers 1605.04600, arXiv.org.
    14. Man Yiu Tsang & Tony Sit & Hoi Ying Wong, 2022. "Adaptive Robust Online Portfolio Selection," Papers 2206.01064, arXiv.org.
    15. Ha, Youngmin & Zhang, Hai, 2020. "Algorithmic trading for online portfolio selection under limited market liquidity," European Journal of Operational Research, Elsevier, vol. 286(3), pages 1033-1051.

  3. László Györfi & Gábor Lugosi & Frederic Udina, 2006. "Nonparametric Kernel‐Based Sequential Investment Strategies," Mathematical Finance, Wiley Blackwell, vol. 16(2), pages 337-357, April.

    Cited by:

    1. Guy Uziel & Ran El-Yaniv, 2017. "Growth-Optimal Portfolio Selection under CVaR Constraints," Papers 1705.09800, arXiv.org.
    2. Ormos, Mihály & Urbán, András & Zoltán, Tamás, 2009. "Logoptimális portfóliók empirikus vizsgálata [Empirical analysis of log-optimal portfolios]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 1-18.
    3. Jin’an He & Shicheng Yin & Fangping Peng, 2024. "Weak aggregating specialist algorithm for online portfolio selection," Computational Economics, Springer;Society for Computational Economics, vol. 63(6), pages 2405-2434, June.
    4. Seung-Hyun Moon & Yourim Yoon, 2022. "Genetic Mean Reversion Strategy for Online Portfolio Selection with Transaction Costs," Mathematics, MDPI, vol. 10(7), pages 1-20, March.
    5. Fereydooni, Ali & Barak, Sasan & Asaad Sajadi, Seyed Mehrzad, 2024. "A novel online portfolio selection approach based on pattern matching and ESG factors," Omega, Elsevier, vol. 123(C).
    6. Guo, Sini & Gu, Jia-Wen & Ching, Wai-Ki, 2021. "Adaptive online portfolio selection with transaction costs," European Journal of Operational Research, Elsevier, vol. 295(3), pages 1074-1086.
    7. Bin Li & Dingjiang Huang & Steven C. H. Hoi, 2013. "CORN: Correlation-Driven Nonparametric Learning Approach for Portfolio Selection -- an Online Appendix," Papers 1306.1378, arXiv.org.
    8. Ansgar Steland, 2018. "Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance," Statistical Papers, Springer, vol. 59(4), pages 1441-1462, December.
    9. Sancetta, A., 2007. "Online Forecast Combination for Dependent Heterogeneous Data," Cambridge Working Papers in Economics 0718, Faculty of Economics, University of Cambridge.
    10. Bin Li & Steven C. H. Hoi, 2012. "Online Portfolio Selection: A Survey," Papers 1212.2129, arXiv.org, revised May 2013.
    11. Roujia Li & Jia Liu, 2022. "Online Portfolio Selection with Long-Short Term Forecasting," SN Operations Research Forum, Springer, vol. 3(4), pages 1-15, December.
    12. Vladimir V'yugin, 2014. "Log-Optimal Portfolio Selection Using the Blackwell Approachability Theorem," Papers 1410.5996, arXiv.org, revised Jun 2015.
    13. Roch, Oriol, 2013. "Histogram-based prediction of directional price relatives," Finance Research Letters, Elsevier, vol. 10(3), pages 110-115.
    14. Guo, Sini & Gu, Jia-Wen & Fok, Christopher H. & Ching, Wai-Ki, 2023. "Online portfolio selection with state-dependent price estimators and transaction costs," European Journal of Operational Research, Elsevier, vol. 311(1), pages 333-353.
    15. Zhengyao Jiang & Dixing Xu & Jinjun Liang, 2017. "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem," Papers 1706.10059, arXiv.org, revised Jul 2017.
    16. Ting-Kam Leonard Wong, 2015. "Universal portfolios in stochastic portfolio theory," Papers 1510.02808, arXiv.org, revised Dec 2016.
    17. Seung-Hyun Moon & Yong-Hyuk Kim & Byung-Ro Moon, 2019. "Empirical investigation of state-of-the-art mean reversion strategies for equity markets," Papers 1909.04327, arXiv.org.
    18. Yang Wang & Dong Wang & Yaodong Wang & You Zhang, 2018. "RACORN-K: Risk-Aversion Pattern Matching-based Portfolio Selection," Papers 1802.10244, arXiv.org.
    19. Vajda, István & Ottucsák, György, 2006. "Empirikus portfólióstratégiák [Empirical portfolio strategies]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 624-640.
    20. Ottucsák György & Vajda István, 2007. "An asymptotic analysis of the mean-variance portfolio selection," Statistics & Risk Modeling, De Gruyter, vol. 25(1), pages 63-86, January.
    21. Gang Hu & Ming Gu, 2024. "Markowitz Meets Bellman: Knowledge-distilled Reinforcement Learning for Portfolio Management," Papers 2405.05449, arXiv.org.
    22. Shuo Sun & Rundong Wang & Bo An, 2021. "Reinforcement Learning for Quantitative Trading," Papers 2109.13851, arXiv.org.
    23. Bin Li & Steven C. H. Hoi, 2012. "On-Line Portfolio Selection with Moving Average Reversion," Papers 1206.4626, arXiv.org.
    24. Man Yiu Tsang & Tony Sit & Hoi Ying Wong, 2022. "Adaptive Robust Online Portfolio Selection," Papers 2206.01064, arXiv.org.
    25. Ha, Youngmin & Zhang, Hai, 2020. "Algorithmic trading for online portfolio selection under limited market liquidity," European Journal of Operational Research, Elsevier, vol. 286(3), pages 1033-1051.
    26. Györfi László & Udina Frederic & Walk Harro, 2008. "Nonparametric nearest neighbor based empirical portfolio selection strategies," Statistics & Risk Modeling, De Gruyter, vol. 26(2), pages 145-157, March.

  4. Udina, Frederic, 2005. "Interactive Biplot Construction," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 13(i05).

    Cited by:

    1. la Grange, Anthony & le Roux, Niël & Gardner-Lubbe, Sugnet, 2009. "BiplotGUI: Interactive Biplots in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 30(i12).
    2. Artür Manukyan & Erhan Çene & Ahmet Sedef & Ibrahim Demir, 2014. "Dandelion plot: a method for the visualization of R-mode exploratory factor analyses," Computational Statistics, Springer, vol. 29(6), pages 1769-1791, December.
    3. Thioulouse, Jean & Dray, Stéphane, 2007. "Interactive Multivariate Data Analysis in R with the ade4 and ade4TkGUI Packages," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 22(i05).

  5. Frederic Udina & Pedro Delicado, 2005. "Estimating Parliamentary composition through electoral polls," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 168(2), pages 387-399, March.
    See citations under working paper version above.
  6. Duc Devroye & J. Beirlant & R. Cao & R. Fraiman & P. Hall & M. Jones & Gábor Lugosi & E. Mammen & J. Marron & C. Sánchez-Sellero & J. Uña & F. Udina & L. Devroye, 1997. "Universal smoothing factor selection in density estimation: theory and practice," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 6(2), pages 223-320, December.

    Cited by:

    1. Langrené, Nicolas & Warin, Xavier, 2021. "Fast multivariate empirical cumulative distribution function with connection to kernel density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 162(C).
    2. Luc Devroye & Gábor Lugosi, 1998. "Variable Kernel estimates: On the impossibility of tuning the parameters," Economics Working Papers 325, Department of Economics and Business, Universitat Pompeu Fabra.
    3. Ann-Kathrin Bott & Michael Kohler, 2016. "Adaptive Estimation of a Conditional Density," International Statistical Review, International Statistical Institute, vol. 84(2), pages 291-316, August.
    4. Nils-Bastian Heidenreich & Anja Schindler & Stefan Sperlich, 2013. "Bandwidth selection for kernel density estimation: a review of fully automatic selectors," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(4), pages 403-433, October.
    5. Biau, Gérard & Devroye, Luc, 2005. "Density estimation by the penalized combinatorial method," Journal of Multivariate Analysis, Elsevier, vol. 94(1), pages 196-208, May.
    6. Luc Devroye & Gábor Lugosi & Frederic Udina, 1998. "Inequalities for a new data-based method for selecting nonparametric density estimates," Economics Working Papers 281, Department of Economics and Business, Universitat Pompeu Fabra.
    7. J. Liao & Yujun Wu & Yong Lin, 2010. "Improving Sheather and Jones’ bandwidth selector for difficult densities in kernel density estimation," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(1), pages 105-114.
    8. Horová Ivana & Vieu Philippe & Zelinka Jiří, 2002. "Optimal Choice Of Nonparametric Estimates Of A Density And Of Its Derivatives," Statistics & Risk Modeling, De Gruyter, vol. 20(1-4), pages 355-378, April.
    9. Martínez-Camblor, Pablo & de Uña-Álvarez, Jacobo, 2009. "Non-parametric k-sample tests: Density functions vs distribution functions," Computational Statistics & Data Analysis, Elsevier, vol. 53(9), pages 3344-3357, July.
    10. Cuevas, Antonio & Febrero, Manuel & Fraiman, Ricardo, 2001. "Cluster analysis: a further approach based on density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 36(4), pages 441-459, June.
    11. Miguel Reyes & Mario Francisco-Fernández & Ricardo Cao, 2017. "Bandwidth selection in kernel density estimation for interval-grouped data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(3), pages 527-545, September.
    12. Pablo Martínez-Camblor & Jacobo Uña-Álvarez, 2013. "Studying the bandwidth in $$k$$ -sample smooth tests," Computational Statistics, Springer, vol. 28(2), pages 875-892, April.

  7. Simonoff, Jeffrey S. & Udina, Frederic, 1997. "Measuring the stability of histogram appearance when the anchor position is changed," Computational Statistics & Data Analysis, Elsevier, vol. 23(3), pages 335-353, January.
    See citations under working paper version above.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 1998-09-14
  2. NEP-ETS: Econometric Time Series (1) 1998-09-14

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