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

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.

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Year of publication:	2011-09-30
Authors:	Henderson, Daniel J. ; Parmeter, Christopher F.
Institutions:	Department of Economics, School of Business
Subject:	Derivative Estimation \| Smoothing \| AMISE

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Forthcoming: Under Review Number 2011-15 11 pages
Classification:	C1 - Econometric and Statistical Methods: General ; C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009367485