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Adaptive kernel density estimation

Author

Listed:
  • Philippe Van Kerm

    (CEPS/INSTEAD, Differdange, G.-D. Luxembourg)

Abstract
The 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.

Suggested Citation

  • Philippe Van Kerm, 2003. "Adaptive kernel density estimation," United Kingdom Stata Users' Group Meetings 2003 15, Stata Users Group.
    • Handle: RePEc:boc:usug03:15
    as

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    File URL: http://fmwww.bc.edu/repec/usug2003/uksug_slides_anim.pdf
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    File URL: http://fmwww.bc.edu/repec/usug2003/akdensity.pdf
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    References listed on IDEAS

    as
    1. Isaias H. Salgado-Ugarte & Marco A. Perez-Hernandez, 2003. "Exploring the use of variable bandwidth kernel density estimators," Stata Journal, StataCorp LP, vol. 3(2), pages 133-147, June.
    2. Pagan,Adrian & Ullah,Aman, 1999. "Nonparametric Econometrics," Cambridge Books, Cambridge University Press, number 9780521355643, October.
    3. 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).
    4. 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).
    Full references (including those not matched with items on IDEAS)

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