Bandwidth selection in kernel distribution function estimation

• Autores: Ignacio López de Ullibarri Galparsoro
• Localización: The Stata journal, ISSN 1536-867X, Vol. 15, Nº. 3, 2015, págs. 784-795
• Idioma: inglés
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• Resumen

  • 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.