Adaptive kernel density estimation

The talk illustrates a user-written command that extends the official kdensity to estimate density functions by the kernel method. The extensions are of two types. Firstly, the new command allows the use of an 'adaptive kernel' approach with varying, rather than fixed, bandwidths. Secondly, estimates of pointwise variability bands around the estimated density functions are computed.

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Year of publication:	2003-03-16
Authors:	Kerm, Philippe Van
Institutions:	Stata User Group

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Extent:	application/pdf
Series:	United Kingdom Stata Users' Group Meetings 2003.
Type of publication:	Book / Working Paper
Language:	English
Notes:	The text is part of a series United Kingdom Stata Users' Group Meeting, 2003 Number 15
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005101330