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Department of Mathematical Sciences

Academic Staff

Publication details for Jochen Einbeck

Newell, John. & Einbeck, Jochen. (2007), A comparative study of nonparametric derivative estimators, in del Castillo, Joan., Espinal, Anna. & Puig, Pere. eds, Proceedings of the IWSM 22nd International Workshop on Statistical Modelling. Barcelona, Spain., IDESCAT, Barcelona, 453-456.

Author(s) from Durham

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.