SFB 303 Discussion Paper No. A - 182
Author: Härdle, Wolfgang, J.S. Marron, and M.P. Wand
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 and a
simulation study. Theoretical justification is provided by an asymptotic optimality result.
Keywords:
JEL-Classification-Number:
Creation-Date: July 1988
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