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

被引：28
|
作者：
Henderson, Daniel J. [2 ]
Parmeter, Christopher F. [1 ]
机构：
[1] Univ Miami, Dept Econ, Coral Gables, FL 33124 USA
[2] Univ Alabama, Dept Econ Finance & Legal Studies, Tuscaloosa, AL 35487 USA
来源：
STATISTICS & PROBABILITY LETTERS | 2012年 / 82卷 / 12期
关键词：
Derivative estimation; Smoothing; AMISE;
D O I：
10.1016/j.spl.2012.07.020
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This note derives the general form of the asymptotic approximate mean integrated squared error for the q-variate, nu th-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. (c) 2012 Elsevier B.V. All rights reserved.
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页码：2198 / 2205
页数：8
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