Adaptive kernel density estimation
AbstractThe 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.
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Bibliographic InfoPaper provided by Stata Users Group in its series United Kingdom Stata Users' Group Meetings 2003 with number 15.
Date of creation: 16 Mar 2003
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- NEP-ALL-2003-05-29 (All new papers)
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