Bandwidth Choice for Density Derivatives
- 1 September 1990
- journal article
- research article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 52 (1) , 223-232
- https://doi.org/10.1111/j.2517-6161.1990.tb01783.x
Abstract
SUMMARY: An adaptation of least squares cross-validation is proposed for bandwidth choice in the kernel estimation of the derivatives of a probability density. The practicality of the method is demonstrated by an example and a simulation study. Theoretical justification is provided by an asymptotic optimality result.This publication has 13 references indexed in Scilit:
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