Canonical higher-order kernels for density derivative estimation

DOI10.1016/J.SPL.2012.03.013MaRDI QIDQ449407zbMATH OpenOpenAlexWikidataFDO

Authors Daniel J. Henderson, Christopher F. Parmeter

Publication date 30 August 2012

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

Full work available at URL https://doi.org/10.1016/j.spl.2012.03.013

zbMATH Keywords

derivative estimationAMISE

Mathematics Subject Classification ID

Density estimation (62G07)

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Cites work

• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• Bias reduction in kernel density estimation via Lipschitz condition
• Canonical kernels for density estimation
• Choice of kernel order in density estimation
• EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS
• Optimal asymmetric kernels
• Smooth optimum kernel estimators of densities, regression curves and modes

Cited in

(7)

• Enforcing shape constraints on a probability density estimate using an additive adjustment curve
• Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence
• Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes
• A new derivative with normal distribution kernel: theory, methods and applications
• Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications
• Normal reference bandwidths for the general order, multivariate kernel density derivative estimator
• Canonical kernels for density estimation

Describes a project that uses

Uses Software

• KernSmooth

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