Interactive Local Bandwidth Choice

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Interactive Local Bandwidth Choice

Author Info

J. S. Marron
Frederic Udina ()

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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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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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Luisa Fuster, 1995. "Altruism, Uncertain Lifetime, and the Distribution of Wealth," Economics Working Papers 150, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
Xavier Freixas & Jean Charles Rochet, 1995. "Fair Pricing of Deposit Insurance. Is it Possible? Yes. Is it Desirable? No," Economics Working Papers 130, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 1995. [Downloadable!]
Other versions:
- Freixas, Xavier & Rochet, Jean-Charles, 1998. "Fair pricing of deposit insurance. Is it possible? Yes. Is it desirable? No," Research in Economics, Elsevier, vol. 52(3), pages 217-232, September. [Downloadable!] (restricted)
José V. Rodríguez Mora, 1995. "Shared Knowledge," Economics Working Papers 144, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
Marc Sáez, 1995. "Option Pricing under Stochastic Volatility and Stochastic Interest Rate in the Spanish Case," Economics Working Papers 129, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
Sergiu Hart & Andreu Mas-Colell, 1994. "Bargaining and Value," Economics Working Papers 114, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 1995. [Downloadable!]
Other versions:
- Hart, Sergiu & Mas-Colell, Andreu, 1996. "Bargaining and Value," Econometrica, Econometric Society, vol. 64(2), pages 357-80, March. [Downloadable!] (restricted)
Antonio Ciccone & Kiminori Matsuyama, 1995. "Start-up Costs and Pecuniary Externalities as Barriers to Economic Development," Economics Working Papers 142, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
Other versions:
- Antonio Ciccone & Kiminori Matsuyama, 1993. "Start-up costs and pecuniary externalities as barriers to economic development," Discussion Paper / Institute for Empirical Macroeconomics 83, Federal Reserve Bank of Minneapolis. [Downloadable!]
- Antonio Ciccone & Kiminori Matsuyama, 1992. "Start-up Costs and Pecuniary Externalities as Barriers to Economic Development," Discussion Papers 1031, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
- Antonio Ciccone & Kiminori Matsuyama, 1993. "Start-Up Costs and Pecuniary Externalities as Barriers to Economic Development," NBER Working Papers 4363, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
- Cissone, A. & Matsuyama, K., 1992. "Start-Up Costs and Pecuniary Externalities as Barriers to Economic Development," Papers e-92-14, Stanford - Hoover Institution.
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Jan Werner, 1995. "Arbitrage, Bubbles, and Valuation," Economics Working Papers 121, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
Sjaak Hurkens & Nir Vulkan, 1996. "Information Acquisition and Entry," Economics Working Papers 155, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
Other versions:
- Hurkens, Sjaak & Vulkan, Nir, 2001. "Information acquisition and entry," Journal of Economic Behavior & Organization, Elsevier, vol. 44(4), pages 467-479, April. [Downloadable!] (restricted)
Fabio Canova, 1994. "Does Detrending Matter for the Determination of the Reference Cycle and the Selection of Turning Points?," Economics Working Papers 113, Department of Economics and Business, Universitat Pompeu Fabra, revised Mar 1995. [Downloadable!]
Other versions:
- Canova, Fabio, 1999. "Does Detrending Matter for the Determination of the Reference Cycle and the Selection of Turning Points?," Economic Journal, Royal Economic Society, vol. 109(452), pages 126-50, January. [Downloadable!] (restricted)
Daron Acemoglu & Fabrizio Zilibotti, 1996. "Agency Costs in the Process of Development," Economics Working Papers 157, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
Other versions:
- Acemoglu, Daron & Zilibotti, Fabrizio, 1997. "Agency costs in the process of development," Seminar Papers 607, Stockholm University, Institute for International Economic Studies. [Downloadable!]
- Acemoglu, Daron & Zilibotti, Fabrizio, 1996. "Agency Costs in the Process of Development," CEPR Discussion Papers 1421, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
- Acemoglu, D & Zilibotti, F, 1996. "Agency Costs in the Process of Development," Papers 607, Stockholm - International Economic Studies.
- Acemoglu, D. & Zilibotti, F., 1996. "Agency Costs in the Process of Development," Working papers 96-8, Massachusetts Institute of Technology (MIT), Department of Economics.

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