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.

引用

页码：2198 / 2205

页数：8