Normal reference bandwidths for the general order, multivariate kernel density derivative estimator

This note derives the general form of the asymptotic approximate mean integrated squared error for the q-variate, νth-order kernel density rth 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:	2012
Authors:	Henderson, Daniel J. ; Parmeter, Christopher F.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 12, p. 2198-2205
Publisher:	Elsevier
Subject:	Derivative estimation \| Smoothing \| AMISE

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

Persistent link: https://www.econbiz.de/10011040080