Canonical Higher-Order Kernels for Density Derivative Estimation

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.

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Year of publication:	2010-07-13
Authors:	Henderson, Daniel J. ; Parmeter, Christopher F.
Institutions:	Department of Economics, School of Business
Subject:	Derivative Estimation \| AMISE

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Forthcoming: Under Review Number 2011-14 9 pages
Classification:	C14 - Semiparametric and Nonparametric Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009367484