Adaptive kernel density estimation

Philippe Van Kerm ()

No 15, United Kingdom Stata Users' Group Meetings 2003 from Stata Users Group

Abstract: 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.

Date: 2003-03-16
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http://fmwww.bc.edu/repec/usug2003/uksug_slides_anim.pdf (application/pdf)
http://fmwww.bc.edu/repec/usug2003/akdensity.pdf (application/pdf)

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Journal Article: Adaptive kernel density estimation (2003)
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Persistent link: http://EconPapers.repec.org/RePEc:boc:usug03:15

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