Canonical higher-order kernels for density derivative estimation

Daniel Henderson () and Christopher Parmeter

Statistics & Probability Letters, 2012, vol. 82, issue 7, 1383-1387

Abstract: In this note we present νth-order kernel density derivative estimators using canonical higher-order kernels. These canonical rescalings uncouple the choice of kernel and scale factor. This approach is useful for selection of the order of the kernel in a data-driven procedure as well as for visual comparison of kernel estimates.

Keywords: Derivative estimation; AMISE (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (3)

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Working Paper: Canonical Higher-Order Kernels for Density Derivative Estimation (2010)
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DOI: 10.1016/j.spl.2012.03.013

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