Behavior of kernel density estimates and bandwidth selectors for contaminated data sets

In this paper robustness properties are studied for kernel density estimators. A plug-in and least squares cross-validation bandwidth selector are considered. In an asymptotic analysis and in a simulation study it is shown that the robustness of kernel density estimates depends strongly on the chosen bandwidth selector.

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Year of publication:	1992-03-01
Authors:	MAMMENS, Enno ; PARK, Byeong
Institutions:	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
Subject:	Density estimation \| kernel estimator \| contamination neighborhoods \| robustness \| plug-in bandwidth selectors \| least squares cross-validation bandwidth

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Extent:	application/pdf
Series:	CORE Discussion Papers.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series UNIVERSITE CATHOLIQUE DE LOUVAIN, Center for Operations Research and Econometrics (CORE) Number 1992014
Classification:	G35 - Payout Policy ; G20 - Financial Institutions and Services. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005043332