A comparative study of nonparametric derivative estimators.

Newell, John; Einbeck, Jochen

Abstract

Nonparametric derivative estimation has never attracted much attention as one gets the derivative estimates as ``by-products'' from a local polynomial or spline fit. However, these estimates often suffer from boundary effects and are very sensitive to outliers. Apart from this, the local polynomial estimators suffer from a systematic downward bias, as we will demonstrate. This article is intended to re-establish research interest in derivative estimation, and to guide the user who needs to work with one of the available packages.

Citation

Newell, J., & Einbeck, J. (2007, July). A comparative study of nonparametric derivative estimators. Presented at 22nd International Workshop on Statistical Modelling., Barcelona, Spain

• Presentation Conference Type: Conference Paper (published)
• Conference Name: 22nd International Workshop on Statistical Modelling.
• Publication Date: 2007-07
• Pages: 453-456
• Series Title: Proceedings of the IWSM
• Keywords: Derivatives, Splines, Kernels
• Public URL: https://durham-repository.worktribe.com/output/1162045
• Publisher URL: http://www.maths.dur.ac.uk/~dma0je/Papers/newell_einbeck_iwsm07.pdf