Interactive local bandwidth choice

J. S. Marron and Frederic Udina

Economics Working Papers from Department of Economics and Business, Universitat Pompeu Fabra

Abstract: A tool for user choice of the local bandwidth function for a kernel density estimate is developed using KDE, a graphical object-oriented package for interactive kernel density estimation written in LISP-STAT. The bandwidth function is a cubic spline, whose knots are manipulated by the user in one window, while the resulting estimate appears in another window. A real data illustration of this method raises concerns, because an extremely large family of estimates is available.

Date: 1995-02
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