A. E. García Sipols, A. M. Alonso Fernandez, S. Quintas
In this paper we propose a Single Index Model procedure for constructing interpolation intervals for a general class of linear processes. We present a Monte Carlo experiment studying the finite sample properties of the Single Index Model. Finally, we illustrate the performance of the proposed method with a real data example.
Palabras clave: single index model, interpolation intervals, sieve bootstrap
Programado
XC1a Pósters (Estadística)
18 de abril de 2012 12:00
Salón Madrid