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Adaptive kernel density estimation

Author

Listed:
  • Philippe Van Kerm

    (CEPS/INSTEAD, Luxembourg)

Abstract

This insert describes the module akdensity. akdensity extends the official kdensity that estimates density functions by the kernel method. The extensions are of two types: akdensity allows the use of an "adaptive kernel" approach with varying, rather than fixed, bandwidths; and akdensity estimates pointwise variability bands around the estimated density functions. Copyright 2003 by Stata Corporation.

Suggested Citation

  • Philippe Van Kerm, 2003. "Adaptive kernel density estimation," Stata Journal, StataCorp LP, vol. 3(2), pages 148-156, June.
  • Handle: RePEc:tsj:stataj:v:3:y:2003:i:2:p:148-156
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    References listed on IDEAS

    as
    1. Salgado-Ugarte, Isaias H. & Perez-Hernandez, Marco A., 2003. "Exploring the use of variable bandwidth kernel density estimators," Stata Journal, StataCorp LP, vol. 3(2), pages 1-15.
    2. Burkhauser, Richard V, et al, 1999. "Testing the Significance of Income Distribution Changes over the 1980s Business Cycle: A Cross-National Comparison," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(3), pages 253-272, May-June.
    3. Pagan,Adrian & Ullah,Aman, 1999. "Nonparametric Econometrics," Cambridge Books, Cambridge University Press, number 9780521355643.
    4. Isaias Hazarmabeth Salgado-Ugarte & Makoto Shimizu & Toru Taniuchi, 1996. "Practical rules for bandwidth selection in univariate density estimation," Stata Technical Bulletin, StataCorp LP, vol. 5(27).
    5. Isaias Hazarmabeth Salgado-Ugarte & Makoto Shimizu & Toru Taniuchi, 1994. "Exploring the shape of univariate data using kernel density estimators," Stata Technical Bulletin, StataCorp LP, vol. 3(16).
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