Robust kernels for kernel density estimation

DOI10.1016/J.ECONLET.2020.109138MaRDI QIDQ777674zbMATH OpenOpenAlexFDO

Authors Shaoping Wang, Ang Li, Kuangyu Wen, Ximing Wu

Publication date 7 July 2020

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2020.109138

zbMATH Keywords

kernel density estimationbandwidth selectionincome distributionleast square cross validation (LSCV)robust kernel function

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric robustness (62G35) Applications of statistics to economics (62P20) Statistics of extreme values; tail inference (62G32)

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Cites work

• scientific article; zbMATH DE number 3789676 (Why is no real title available?)
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• Applied nonparametric econometrics
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• Nonparametric Knn estimation with monotone constraints
• Nonparametric econometrics. Theory and practice.
• Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
• On Kullback-Leibler loss and density estimation
• On the Choice of Smoothing Parameters for Parzen Estimators of Probability Density Functions
• Robust Estimation of a Location Parameter

Cited in

(7)

• Statistical modeling of directional data using a robust hierarchical von Mises distribution model: perspectives for wind energy
• Robust kernel-based distribution regression
• Robust comparison of kernel densities on spherical domains
• Simultaneous confidence intervals for contrasts of quantiles
• Smoothing level selection for density estimators based on the moments
• Body tail adaptive kernel density estimation for nonnegative heavy-tailed data
• Cross-validation revisited

Describes a project that uses

Uses Software

• KernSmooth

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