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SCDENSITY: Stata module to perform univariate self-consistent density estimation

Joerg Luedicke ()
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Joerg Luedicke: University of Florida

Statistical Software Components from Boston College Department of Economics

Abstract: scdensity is an implementation of the self-consistent density estimator as described in Bernacchia & Pigolotti (JRSS B, 2011). The self-consistent method is a non-parametric way to estimate a density from a number of data points without relying on any a-priori fixation of parameters like smoothing parameters in kernel density estimation, for example.

Language: Stata
Requires: Stata version 9.2 and moremata package from SSC
Keywords: density estimation; non-parametric; kernel density (search for similar items in EconPapers)
Date: 2012-07-18, Revised 2013-04-20
Note: This module should be installed from within Stata by typing "ssc install scdensity". Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/s/scdensity.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/scdensity.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/s/scdcor.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/scdcor.hlp help file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s457486

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