Adaptive kernel density estimation

被引：105

作者：

Van Kerm, Philippe ^{[1
]}

机构：

[1] CEPS INSTEAD, Esch Sur Alzette, Luxembourg

来源：

STATA JOURNAL | 2003年 / 3卷 / 02期

关键词：

st0037; adaptive kernel density; local bandwidths; variability bands;

D O I：

10.1177/1536867X0300300204

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：

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.

引用

页码：148 / 156

页数：9