Bandwidth Choice for Average Derivative Estimation

DOI10.2307/2290472zbMath0781.62044MaRDI QIDQ4031142

Alexandre B. Tsybakov, Wolfgang Karl Härdle, Jeffrey D. Hart, James Stephen Marron

Publication date: 1 April 1993

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2290472

zbMATH Keywords

kernel estimators; variance; bandwidth selection; asymptotic representations; law of demand; bandwidth optimization; negative kernels; squared bias

Mathematics Subject Classification ID

62G07: Density estimation

65C99: Probabilistic methods, stochastic differential equations

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