Article ID Journal Published Year Pages File Type
1151978 Statistics & Probability Letters 2012 8 Pages PDF
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.

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Physical Sciences and Engineering Mathematics Statistics and Probability
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