In statistics, the order of a kernel is the degree of the first non-zero moment of a kernel.1
Definitions
Let be an integer. Then, is a kernel of order if the functions are integrable and satisfy 2
References
References
- 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.