Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151978 | Statistics & Probability Letters | 2012 | 8 Pages |
Abstract
This note derives the general form of the asymptotic approximate mean integrated squared error for the qq-variate, νthνth-order kernel density rthrth 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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Daniel J. Henderson, Christopher F. Parmeter,