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

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  • MAMMENS, Enno

    (Institut filr Angewandte Mathematik, Universitat Heidelberg)

  • PARK, Byeong

    (CORE, Université catholique de Louvain, B-1348 Louvain-la-Neuve, Belgium)

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    Abstract

    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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    File URL: http://alfresco.uclouvain.be/alfresco/download/attach/workspace/SpacesStore/96dcc41a-049c-4414-8fe5-8926014bbdd4/coredp_1992_14.pdf
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    Bibliographic Info

    Paper provided by Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) in its series CORE Discussion Papers with number 1992014.

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    Date of creation: 01 Mar 1992
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    Handle: RePEc:cor:louvco:1992014

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    Related research

    Keywords: Density estimation; kernel estimator; contamination neighborhoods; robustness; plug-in bandwidth selectors; least squares cross-validation bandwidth;

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