Canonical higher-order kernels for density derivative estimation

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.

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Year of publication:	2012
Authors:	Henderson, Daniel J. ; Parmeter, Christopher F.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 7, p. 1383-1387
Publisher:	Elsevier
Subject:	Derivative estimation \| AMISE

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011039887