SFB 303 Discussion Paper No. A - 157

Author: Härdle, Wolfgang, and J. S. Marron
Title: Bandwidth Choice for Density Derivatives
Abstract: 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. Theoretical justification is provided by an asymptotic optimality result.
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Creation-Date: January 1988
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