Jones, M. C. and Wand, M. P.
Asymptotic effectiveness of two families of higher order kernels.
Journal of Statistical Planning and Inference, 31(1) pp. 15–21.
‘Spline-equivalent’ kernels and ‘exponential power’ kernels are considered as higher order kernels for use in kernel estimation of a function and its derivatives. They form two more practicable classes of alternatives to ‘optimal’ polynomial kernels, along with Gaussian-based ones. Both firstnamed families of kernels exhibit good theoretical performance for orders four and/or six, actually improving on the polynomial kernels for many such cases.
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