Abstract

GENERALIZED EFFICIENCY OF KERNEL DENSITY DERIVATIVE ESTIMATION (KDDE): A UNIVARIATE PERSPECTIVE

Ejakpovi, S. U, Ozobokeme, J. K. and Uveruveh, F. O

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Abstract The focus of this paper is on obtaining the generalized expression of efficiency of Kernel Density Derivative Estimation (KDDE) from the univariate perspective. The expressions were derived for the higher order Kernel functions and subsequently were implemented using some selected higher order Kernel functions. The results showed the efficiency for the classical functions for derivative order one and highly depreciative efficiency value of higher order Kernel functions as the derivative order, r and Kernel order, j increase. Keywords and Phrases: Kernel Density Derivative Estimation (KDDE); Asymptotic Mean Integrated Squared Error (?AMISE?^r); mean integrated squared error (?MISE?^r) and efficiency (?Eff?^r).

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