Interactive local bandwidth choice


Autoria(s): Marron, J. S.; Udina, Frederic
Contribuinte(s)

Universitat Pompeu Fabra. Departament d'Economia i Empresa

Data(s)

15/09/2005

Resumo

A tool for user choice of the local bandwidth function for a kernel density estimate is developed using KDE, a graphical object-oriented package for interactive kernel density estimation written in LISP-STAT. The bandwidth function is a cubic spline, whose knots are manipulated by the user in one window, while the resulting estimate appears in another window. A real data illustration of this method raises concerns, because an extremely large family of estimates is available.

Identificador

http://hdl.handle.net/10230/799

Idioma(s)

eng

Direitos

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info:eu-repo/semantics/openAccess

<a href="http://creativecommons.org/licenses/by-nc-nd/3.0/es/">http://creativecommons.org/licenses/by-nc-nd/3.0/es/</a>

Palavras-Chave #Statistics, Econometrics and Quantitative Methods
Tipo

info:eu-repo/semantics/workingPaper