In statistics, the order of a kernel is the degree of the first non-zero moment of a kernel.[1]
Definitions edit
The literature knows two major definitions of the order of a kernel. Namely are:
Definition 1 edit
Let be an integer. Then, is a kernel of order if the functions are integrable and satisfy [2]
Definition 2 edit
References edit
- ^ Li, Qi; Racine, Jeffrey Scott (2011), "1.11 Higher Order Kernel Functions", Nonparametric Econometrics: Theory and Practice, Princeton University Press, ISBN 9781400841066
- ^ Tsybakov, Alexandre B. (2009). Introduction to Nonparametric Econometrics. New York, NY: Springer. p. 5. ISBN 9780387790510.