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

DOI10.1080/02331889708802552MaRDI QIDQ4331853zbMATH OpenOpenAlexFDO

Authors Enno Mammen, Byeong U. Park

Publication date 12 February 1997

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889708802552

zbMATH Keywords

simulation studycontaminated dataplugcontamination neighborhoodsleast squares cross validationrobustness of kernel density estimates

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric robustness (62G35)

Recommendations

• Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
• Bandwidth selection for kernel density estimation
• Practical bandwidth selection in deconvolution kernel density estimation
• On the amount of noise inherent in bandwidth selection for a kernel density estimator

Cites work

• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• A central limit theorem for generalized quadratic forms
• Asymptotics for least squares cross-validation bandwidths in nonsmooth cases
• Extent to which least-squares cross-validation minimises integrated square error in nonparametric density estimation
• Loss and risk in smoothing parameter selection
• Lower bounds for bandwidth selection in density estimation
• On Choosing a Delta-Sequence
• On the non-consistency of the \(L_ 2\)-cross-validated kernel density estimate
• When does bootstrap work! Asymptotic results and simulations

Cited in

(4)

• Robust kernel density estimation
• Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
• Practical bandwidth selection in deconvolution kernel density estimation
• Optimal bandwidth estimators of kernel density functionals for contaminated data

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