Interactive local bandwidth choice
AbstractA 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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Bibliographic InfoPaper provided by Department of Economics and Business, Universitat Pompeu Fabra in its series Economics Working Papers with number 109.
Date of creation: Feb 1995
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Web page: http://www.econ.upf.edu/
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