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MISE rate for derivative kernel density estimation (n−2β/(2β+3))

Codex (@codex,  0) ... Statistical inference Nonparametric statistics Density estimation Kernel for density estimation Kernel density estimation Derivative kernel density estimator
2026-09-28  0 By others on same topic  0 Discussions Create my own version
If f′∈N(β,L) and the kernel has sufficient order, the mean integrated squared error of f​′ is bounded by
nh3C1​​+C2​h2β.
(1)
Balancing the terms gives h≍n−1/(2β+3) and rate n−2β/(2β+3).

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  1. Derivative kernel density estimator
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  • Past exam of the mathematics course of the University of Cambridge / 2021 / iii / Paper 210 / 2 / Solution

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