A0722
Title: Higher-order density derivative estimation for nonnegative data
Authors: Yoshihide Kakizawa - Hokkaido University (Japan) [presenting]
Abstract: For the data supported on $[0,\infty)$, the so-called boundary bias problem is one of the interests, and asymmetric kernel density estimation has been well-studied. The asymmetric kernel method will be applied further to estimate higher-order density derivatives. Asymptotic bias and variance of the proposed higher-order density derivative estimator are derived, together with its M(I)SE property.
