Bandwidth selection in kernel distribution function estimation

被引：6

作者：

Lopez-de-Ullibarri, Ignacio ^{[1
]}

机构：

[1] Univ A Coruna, Stat, Ferrol, Spain

来源：

STATA JOURNAL | 2015年 / 15卷 / 03期

关键词：

st0404; kcdf; nonparametric estimation; smoothing; cumulative distribution function;

D O I：

10.1177/1536867X1501500311

中图分类号：

O1 [数学]; C [社会科学总论];

学科分类号：

03 ; 0303 ; 0701 ; 070101 ;

摘要：

I present a new command, kcdf, for bandwidth selection in kernel estimation of the cumulative distribution function. I briefly review plug-in and cross-validation bandwidth selectors, both of which are implemented in kcdf. I then describe the command syntax and illustrate its use with an application to artificial data.

引用

收藏

页码：784 / 795

页数：12

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