Bandwidth choice for differentiation

John A. Rice

Journal of Multivariate Analysis, 1986, vol. 19, issue 2, 251-264

Abstract: We propose a class of procedures for choosing the bandwidth, or smoothing parameter, for linear nonparametric estimates of the rth derivative of a smooth function observed with error on a discrete set of points. These procedures are based on minimizing a nearly unbiased estimate of the integrated mean square error. Theoretical justification is provided in the special case of a tapered Fourier series estimate.

Keywords: bandwidth; choice; nonparametric; estimation; tapered; Fourier; series; estimate (search for similar items in EconPapers)
Date: 1986
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Citations: View citations in EconPapers (6)

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