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


  • MAMMENS, Enno

    (Institut filr Angewandte Mathematik, Universitat Heidelberg)

  • PARK, Byeong

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


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.

Suggested Citation

  • MAMMENS, Enno & PARK, Byeong, 1992. "Behavior of kernel density estimates and bandwidth selectors for contaminated data sets," CORE Discussion Papers 1992014, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Handle: RePEc:cor:louvco:1992014

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

    JEL classification:

    • G35 - Financial Economics - - Corporate Finance and Governance - - - Payout Policy
    • G20 - Financial Economics - - Financial Institutions and Services - - - General


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