Adaptive kernel density estimation

Philippe Van Kerm

Stata Journal, 2003, vol. 3, issue 2, 148-156

Abstract: This insert describes the module akdensity. akdensity extends the official kdensity that estimates density functions by the kernel method. The extensions are of two types: akdensity allows the use of an "adaptive kernel" approach with varying, rather than fixed, bandwidths; and akdensity estimates pointwise variability bands around the estimated density functions. Copyright 2003 by Stata Corporation.

Keywords: adaptive kernel density; local bandwidths; variability bands (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (51)

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Working Paper: Adaptive kernel density estimation (2003)
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