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) |
|---|---|
| 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 |
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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 journal › Article
}
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 -