Search results

1 – 1 of 1
Book part
Publication date: 23 June 2016

Kairat Mynbaev, Carlos Martins-Filho and Aziza Aipenova

Estimators for derivatives associated with a density function can be useful in identifying its modes and inflection points. In addition, these estimators play an important role in…

Abstract

Estimators for derivatives associated with a density function can be useful in identifying its modes and inflection points. In addition, these estimators play an important role in plug-in methods associated with bandwidth selection in nonparametric kernel density estimation. In this paper, we extend the nonparametric class of density estimators proposed by Mynbaev and Martins-Filho (2010) to the estimation of m-order density derivatives. Contrary to some existing derivative estimators, the estimators in our proposed class have a full asymptotic characterization, including uniform consistency and asymptotic normality. An expression for the bandwidth that minimizes an asymptotic approximation for the estimators’ integrated squared error is provided. A Monte Carlo study sheds light on the finite sample performance of our estimators and contrasts it with that of density derivative estimators based on the classical Rosenblatt–Parzen approach.

Details

Essays in Honor of Aman Ullah
Type: Book
ISBN: 978-1-78560-786-8

Keywords

1 – 1 of 1