Normal Reference Bandwidths for the General Order, Multivariate Kernel Density Derivative Estimator

Daniel Henderson () and Christopher Parmeter

No 2011-15, Working Papers from University of Miami, Department of Economics

Abstract: This note derives the general form of the approximate mean integrated squared error for the q-variate, th-order kernel density r th 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)
JEL-codes: C1 C13 C14 (search for similar items in EconPapers)
Pages: 11 pages
Date: 2011-09-30
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Forthcoming: Under Review

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https://www.herbert.miami.edu/_assets/files/repec/wp2011-15.pdf First version, 2010 (application/pdf)

Related works:
Journal Article: Normal reference bandwidths for the general order, multivariate kernel density derivative estimator (2012)
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Persistent link: https://EconPapers.repec.org/RePEc:mia:wpaper:2011-15

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