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
收藏
页码:148 / 156
页数:9
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