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

Enno Mammens and Byeong Park
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Enno Mammens: Institut filr Angewandte Mathematik, Universitat Heidelberg
Byeong Park: CORE, Université catholique de Louvain, B-1348 Louvain-la-Neuve, Belgium

No 1992014, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

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.

Keywords: Density estimation; kernel estimator; contamination neighborhoods; robustness; plug-in bandwidth selectors; least squares cross-validation bandwidth (search for similar items in EconPapers)
JEL-codes: G20 G35 (search for similar items in EconPapers)
Date: 1992-03-01
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Persistent link: https://EconPapers.repec.org/RePEc:cor:louvco:1992014

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