On kernel density derivative estimation

DOI10.1080/03610929408831377zbMath0825.62208OpenAlexW2072518584MaRDI QIDQ4843677

M. C. Jones

Publication date: 17 August 1995

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929408831377

zbMATH Keywords

local polynomial fittingkernel smoothingdensity estimationoptimal kernel

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

A smooth nonparametric conditional quantile frontier estimator, Locally parametric nonparametric density estimation, Some results about kernel estimators for function derivatives based on stationary and ergodic continuous time processes with applications, Data-driven density derivative estimation, with applications to nonparametric clustering and bump hunting, On local moments, On higher order kernels, Iterated smoothed bootstrap confidence intervals for population quantiles, Iterated Bootstrap‐t Confidence Intervals for Density Functions, Asymptotics for function derivatives estimators based on stationary and ergodic discrete time processes, Kernel estimators of mode under \(\psi\)-weak dependence

Cites Work

• MISE of kernel estimates of a density and its derivatives
• Canonical kernels for density estimation
• Smooth estimators of distribution and density functions
• Generalized jackknifing and higher order kernels
• Optimizing Kernel Methods: A Unifying Variational Principle
• Mean squared errors of estimates of a density and its derivatives