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Interactive local bandwidth choice

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  • J. S. Marron
  • Frederic Udina

    ()

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.

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File URL: http://www.econ.upf.edu/docs/papers/downloads/109.pdf
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Bibliographic Info

Paper provided by Department of Economics and Business, Universitat Pompeu Fabra in its series Economics Working Papers with number 109.

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Date of creation: Feb 1995
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Handle: RePEc:upf:upfgen:109

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Web page: http://www.econ.upf.edu/

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  1. Marron, J.S. & Schmitz, H.-P., 1992. "Simultaneous Density Estimation of Several Income Distributions," Econometric Theory, Cambridge University Press, vol. 8(04), pages 476-488, December.
  2. Wolfgang Hardle & Oliver Linton, 1994. "Applied Nonparametric Methods," Cowles Foundation Discussion Papers 1069, Cowles Foundation for Research in Economics, Yale University.
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