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

Daniel Henderson () and Christopher Parmeter

Statistics & Probability Letters, 2012, vol. 82, issue 12, 2198-2205

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: Derivative estimation; Smoothing; AMISE (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (4)

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Working Paper: Normal Reference Bandwidths for the General Order, Multivariate Kernel Density Derivative Estimator (2011)
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DOI: 10.1016/j.spl.2012.07.020

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