 Derivative kernel density estimator

ID: derivative-kernel-density-estimator

Differentiating a smooth kernel estimate gives

f_{n, h, K}^{'} (x) = \frac{1}{n h ^{2}} \sum_{i = 1}^{n} K^{'} (\frac{x - X _{i}}{h}) .

Its integrated variance is at most

∥ K^{'} ∥_{2}^{2} / (n h^{3})

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