Behavior of kernel density estimates and bandwidth selectors for contaminated data sets
AbstractIn 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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Bibliographic InfoPaper provided by Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) in its series CORE Discussion Papers with number 1992014.
Date of creation: 01 Mar 1992
Date of revision:
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Density estimation; kernel estimator; contamination neighborhoods; robustness; plug-in bandwidth selectors; least squares cross-validation bandwidth;
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