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Order of a kernel

In statistics, the order of a kernel is the degree of the first non-zero moment of a kernel.

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In statistics, the order of a kernel is the degree of the first non-zero moment of a kernel.1

Definitions

Let 1 {\displaystyle \ell \geq 1} be an integer. Then, K : R R {\displaystyle K:\mathbb {R} \rightarrow \mathbb {R} } is a kernel of order {\displaystyle \ell } if the functions u u j K ( u ) ,   j = 0 , 1 , . . . , {\displaystyle u\mapsto u^{j}K(u),~j=0,1,...,\ell } are integrable and satisfy K ( u ) d u = 1 ,   u j K ( u ) d u = 0 ,     j = 1 , . . . , . {\displaystyle \int K(u)du=1,~\int u^{j}K(u)du=0,~~j=1,...,\ell .} 2

References

References

  1. Li, Qi; Racine, Jeffrey Scott (2011), "1.11 Higher Order Kernel Functions", Nonparametric Econometrics: Theory and Practice, Princeton University Press, ISBN 9781400841066
  2. Tsybakov, Alexandre B. (2009). Introduction to Nonparametric Econometrics. New York, NY: Springer. p. 5. ISBN 9780387790510.