Local bandwidth selectors for deconvolution kernel density estimation

摘要

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.