Canonical higher-order kernels for density derivative estimation

Daniel J. Henderson, Christopher F. Parmeter

Research output: Contribution to journalArticlepeer-review

6 Scopus citations


In this note we present νth-order kernel density derivative estimators using canonical higher-order kernels. These canonical rescalings uncouple the choice of kernel and scale factor. This approach is useful for selection of the order of the kernel in a data-driven procedure as well as for visual comparison of kernel estimates.

Original languageEnglish (US)
Pages (from-to)1383-1387
Number of pages5
JournalStatistics and Probability Letters
Issue number7
StatePublished - Jul 2012


  • Derivative estimation

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty


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