Canonical Higher-Order Kernels for Density Derivative Estimation

Daniel Henderson () and Christopher Parmeter

No 2011-14, Working Papers from University of Miami, Department of Economics

Abstract: In this note we present r th 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)
JEL-codes: C14 (search for similar items in EconPapers)
Pages: 9 pages
Date: 2010-07-13
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Forthcoming: Under Review

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https://www.herbert.miami.edu/_assets/files/repec/wp2011-14.pdf First version, 2010 (application/pdf)

Related works:
Journal Article: Canonical higher-order kernels for density derivative estimation (2012)
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Persistent link: https://EconPapers.repec.org/RePEc:mia:wpaper:2011-14

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