The influence function of the optimal bandwidth for kernel density estimation

Ro Jin Pak

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 2, 602-608

Abstract: Theories about the bandwidth of kernel density estimation have been well established by many statisticians. However, the influence function of the bandwidth has not been well investigated. The influence function of the optimal bandwidth that minimizes the mean integrated square error is derived and the asymptotic property of the bandwidth selectors based on the influence function is provided.

Date: 2017
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DOI: 10.1080/03610926.2014.1000501

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