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Normal reference bandwidths for the general order, multivariate kernel density derivative estimator
Journal article   Peer reviewed

Normal reference bandwidths for the general order, multivariate kernel density derivative estimator

Daniel J Henderson and Christopher F Parmeter
Statistics & probability letters, Vol.82(12), pp.2198-2205
2012-12
DOI: https://doi.org/10.1016/j.spl.2012.07.020

Abstract

Smoothing Derivative estimation AMISE
This note derives the general form of the asymptotic approximate mean integrated squared error for the q-variate, νth-order kernel density rth derivative estimator. This formula allows for normal reference rule-of-thumb bandwidths to be derived. We give tables for some of the most common cases in the literature.

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Domestic collaboration
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9 Mathematics
9.92 Statistical Methods
9.92.220 Nonparametric Regression
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Statistics & Probability
ESI research areas
Mathematics

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