Canonical higher-order kernels for density derivative estimation
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Publication:449407
DOI10.1016/J.SPL.2012.03.013zbMATH Open1296.62080OpenAlexW2059626291WikidataQ56288946 ScholiaQ56288946MaRDI QIDQ449407FDOQ449407
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
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Cites Work
- Title not available (Why is that?)
- EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS
- Optimal asymmetric kernels
- Smooth optimum kernel estimators of densities, regression curves and modes
- Bias reduction in kernel density estimation via Lipschitz condition
- Canonical kernels for density estimation
- Choice of kernel order in density estimation
Cited In (7)
- Canonical kernels for density estimation
- Uniform almost sure convergence and asymptotic distribution of the wavelet-based estimators of partial derivatives of multivariate density function under weak dependence
- A new derivative with normal distribution kernel: theory, methods and applications
- Enforcing shape constraints on a probability density estimate using an additive adjustment curve
- Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes
- 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
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