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 language | English (US) |
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Pages (from-to) | 2198-2205 |
Number of pages | 8 |
Journal | Statistics and Probability Letters |
Volume | 82 |
Issue number | 12 |
DOIs | |
State | Published - Dec 1 2012 |
Keywords
- AMISE
- Derivative estimation
- Smoothing
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty