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Volumn 82, Issue 12, 2012, Pages 2198-2205

Normal reference bandwidths for the general order, multivariate kernel density derivative estimator

Author keywords

AMISE; Derivative estimation; Smoothing

Indexed keywords


EID: 84866492744     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2012.07.020     Document Type: Article
Times cited : (36)

References (13)
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    • 79952576786 scopus 로고    scopus 로고
    • Asymptotics for general multivariate kernel density derivative estimators
    • Chaćon J.E., Duong T., Wand M.P. Asymptotics for general multivariate kernel density derivative estimators. Statistica Sinica 2011, 21:807-840.
    • (2011) Statistica Sinica , vol.21 , pp. 807-840
    • Chaćon, J.E.1    Duong, T.2    Wand, M.P.3
  • 5
    • 25644456002 scopus 로고    scopus 로고
    • Exact mean integrated squared error of higher order kernel estimators
    • Hansen B.E. Exact mean integrated squared error of higher order kernel estimators. Econometric Theory 2005, 21:1031-1057.
    • (2005) Econometric Theory , vol.21 , pp. 1031-1057
    • Hansen, B.E.1
  • 6
    • 84860111204 scopus 로고    scopus 로고
    • Canonical higher-order kernels for density derivative estimation
    • Henderson D.J., Parmeter C.F. Canonical higher-order kernels for density derivative estimation. Statistics and Probability Letters 2012, 82:1383-1387.
    • (2012) Statistics and Probability Letters , vol.82 , pp. 1383-1387
    • Henderson, D.J.1    Parmeter, C.F.2
  • 7
    • 0036334315 scopus 로고    scopus 로고
    • Structural estimation of the affiliated private value auction model
    • Li T., Perrigne I., Vuong Q. Structural estimation of the affiliated private value auction model. RAND Journal of Economics 2002, 33:171-193.
    • (2002) RAND Journal of Economics , vol.33 , pp. 171-193
    • Li, T.1    Perrigne, I.2    Vuong, Q.3
  • 8
    • 0030582794 scopus 로고    scopus 로고
    • Multivariate regression estimation: local polynomial fitting for time series
    • Masry E. Multivariate regression estimation: local polynomial fitting for time series. Stochastic Processes and their Applications 1996, 65:81-101.
    • (1996) Stochastic Processes and their Applications , vol.65 , pp. 81-101
    • Masry, E.1
  • 12
    • 21144474248 scopus 로고
    • Comparison of smoothing parameterizations in bivariate kernel density estimation
    • Wand M.P., Jones M.C. Comparison of smoothing parameterizations in bivariate kernel density estimation. Journal of the American Statistical Association 1993, 88(422):520-528.
    • (1993) Journal of the American Statistical Association , vol.88 , Issue.422 , pp. 520-528
    • Wand, M.P.1    Jones, M.C.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.