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

DOI10.1016/j.spl.2012.07.020zbMath1471.62316OpenAlexW2021792916MaRDI QIDQ2231028

Daniel J. Henderson, Christopher F. Parmeter

Publication date: 29 September 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.07.020

zbMATH Keywords

smoothingderivative estimationAMISE

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Statistical tables (62Q05)

Related Items (8)

Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications ⋮ Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions ⋮ Smoothed bootstrap methods for bivariate data ⋮ Novel kernel density estimator based on ensemble unbiased cross-validation ⋮ Combining the Virtues of Stochastic Frontier and Data Envelopment Analysis ⋮ Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes ⋮ Algebra, geometry and topology of ERK kinetics ⋮ Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence

Uses Software

• KernSmooth
• SiZer

Cites Work

• Unnamed Item
• Unnamed Item
• Canonical higher-order kernels for density derivative estimation
• Feature significance for multivariate kernel density estimation
• Multivariate regression estimation: Local polynomial fitting for time series
• Asymptotics for general multivariate kernel density derivative estimators
• EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS
• SiZer for Exploration of Structures in Curves
• Facts about the gaussian probability density function
• Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation

This page was built for publication: Normal reference bandwidths for the general order, multivariate kernel density derivative estimator