Bandwidth selection in kernel distribution function estimation

Ignacio Lopez- de-Ullibarri ()
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Ignacio Lopez- de-Ullibarri: Universidade da Coruna

Stata Journal, 2015, vol. 15, issue 3, 784-795

Abstract: I present a new command, kcdf, for bandwidth selection in kernel estimation of the cumulative distribution function. I briefly review plug-in and cross-validation bandwidth selectors, both of which are implemented in kcdf. I then describe the command syntax and illustrate its use with an application to artificial data. Copyright 2015 by StataCorp LP.

Keywords: kcdf; nonparametric estimation; smoothing; cumulative distribution function (search for similar items in EconPapers)
Date: 2015
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