Title
Local bandwidth selectors for deconvolution kernel density estimation
Abstract
We consider kernel density estimation when the observations are contaminated by measurement errors. It is well-known that the success of kernel estimators depends heavily on the choice of a smoothing parameter called the bandwidth. A number of data-driven bandwidth selectors exist, but they are all global. Such techniques are appropriate when the density is relatively simple, but local bandwidth selectors can be more attractive in more complex settings. We suggest several data-driven local bandwidth selectors and illustrate via simulations the significant improvement they can bring over a global bandwidth.
Year
DOI
Venue
2012
10.1007/s11222-011-9247-y
Statistics and Computing
Keywords
DocType
Volume
Contaminated data,Data-driven bandwidth,EBBS,Errors-in-variables,Kernel smoothing,Measurement errors,Plug-in,Smoothing parameter
Journal
22
Issue
ISSN
Citations 
2
0960-3174
0
PageRank 
References 
Authors
0.34
4
2
Name
Order
Citations
PageRank
Achilleas Achilleos1639.36
Aurore Delaigle2154.75