Robust kernels for kernel density estimation

DOI10.1016/j.econlet.2020.109138zbMath1443.62086OpenAlexW3016797103MaRDI QIDQ777674

Ximing Wu, Shaoping Wang, Ang Li, Kuangyu Wen

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

income distributionbandwidth selectionkernel density estimationleast square cross validation (LSCV)robust kernel function

Mathematics Subject Classification ID

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

Related Items (2)

Simultaneous confidence intervals for contrasts of quantiles ⋮ Statistical modeling of directional data using a robust hierarchical von Mises distribution model: perspectives for wind energy

Uses Software

• KernSmooth

Cites Work

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• On the Choice of Smoothing Parameters for Parzen Estimators of Probability Density Functions
• Cross-Validation of Multivariate Densities
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Applied Nonparametric Econometrics
• Robust Estimation of a Location Parameter
• Nonparametric Knn estimation with monotone constraints

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