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2012
ACM

Local bandwidth selectors for deconvolution kernel density estimation

12 years 6 months ago
Local bandwidth selectors for deconvolution kernel density estimation
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 in the literature, 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.
Achilleas Achilleos, Aurore Delaigle
Added 25 Apr 2012
Updated 25 Apr 2012
Type Journal
Year 2012
Where SAC
Authors Achilleas Achilleos, Aurore Delaigle
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