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

Daniel J. Henderson, Christopher Parmeter

Research output: Contribution to journalArticle

6 Citations (Scopus)

Abstract

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.

Original languageEnglish (US)
Pages (from-to)2198-2205
Number of pages8
JournalStatistics and Probability Letters
Volume82
Issue number12
DOIs
StatePublished - Dec 1 2012

Fingerprint

Kernel Density
Mean Integrated Squared Error
Tables
Bandwidth
Estimator
Derivative
Form
Integrated
Derivatives
Kernel density
Rules of thumb

Keywords

  • AMISE
  • Derivative estimation
  • Smoothing

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this

Normal reference bandwidths for the general order, multivariate kernel density derivative estimator. / Henderson, Daniel J.; Parmeter, Christopher.

In: Statistics and Probability Letters, Vol. 82, No. 12, 01.12.2012, p. 2198-2205.

Research output: Contribution to journalArticle

@article{31d3118dd7d2401e88ae1de5726a5900,
title = "Normal reference bandwidths for the general order, multivariate kernel density derivative estimator",
abstract = "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.",
keywords = "AMISE, Derivative estimation, Smoothing",
author = "Henderson, {Daniel J.} and Christopher Parmeter",
year = "2012",
month = "12",
day = "1",
doi = "10.1016/j.spl.2012.07.020",
language = "English (US)",
volume = "82",
pages = "2198--2205",
journal = "Statistics and Probability Letters",
issn = "0167-7152",
publisher = "Elsevier",
number = "12",

}

TY - JOUR

T1 - Normal reference bandwidths for the general order, multivariate kernel density derivative estimator

AU - Henderson, Daniel J.

AU - Parmeter, Christopher

PY - 2012/12/1

Y1 - 2012/12/1

N2 - 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.

AB - 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.

KW - AMISE

KW - Derivative estimation

KW - Smoothing

UR - http://www.scopus.com/inward/record.url?scp=84866492744&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84866492744&partnerID=8YFLogxK

U2 - 10.1016/j.spl.2012.07.020

DO - 10.1016/j.spl.2012.07.020

M3 - Article

AN - SCOPUS:84866492744

VL - 82

SP - 2198

EP - 2205

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

SN - 0167-7152

IS - 12

ER -