Normal Reference Bandwidths for the General Order, Multivariate Kernel Density Derivative Estimator

Abstract

This note derives the general form of the approximate mean integrated squared error for the q-variate, th-order kernel density r th derivative estimator. This formula allows for normal reference rule-of-thumb bandwidths to be derived. We give tables for some of the most common cases in the literature.Derivative Estimation, Smoothing, AMISE