Flat-top kernel for density estimation

ID: flat-top-kernel-for-density-estimation

Choose a real even smooth compactly supported Fourier transform equal to one near zero and let be its inverse Fourier transform. Repeated integration by parts makes a Schwartz function. It is real, integrable and square-integrable, with unit integral. Moment differentiation of the Fourier transform gives for every positive integer . Such a kernel for density estimation therefore satisfies arbitrary finite-order moment cancellation, and necessarily takes negative values. If the transform plateau contains the frequency support of a bandlimited function , the convolution theorem proves .

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