Abstract
In this note we present νth-order kernel density derivative estimators using canonical higher-order kernels. These canonical rescalings uncouple the choice of kernel and scale factor. This approach is useful for selection of the order of the kernel in a data-driven procedure as well as for visual comparison of kernel estimates. © 2012 Elsevier B.V.
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Henderson, D. J., & Parmeter, C. F. (2012). Canonical higher-order kernels for density derivative estimation. Statistics and Probability Letters, 82(7), 1383–1387. https://doi.org/10.1016/j.spl.2012.03.013
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