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.

• Type: Journal
• Year: 2012
• Where: SAC
• Authors: Achilleas Achilleos, Aurore Delaigle
• Keywords: Applied Computing, Global Bandwidth, Kernel Density Estimation, Kernel Estimators, SAC 2012