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Bandwidth selection in kernel distribution function estimation

Author

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  • Ignacio Lopez-de-Ullibarri

    (Universidade da Coruna)

Abstract

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. Copyright 2015 by StataCorp LP.

Suggested Citation

  • Ignacio Lopez-de-Ullibarri, 2015. "Bandwidth selection in kernel distribution function estimation," Stata Journal, StataCorp LP, vol. 15(3), pages 784-795, September.
    • Handle: RePEc:tsj:stataj:v:15:y:2015:i:3:p:784-795
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    Cited by:

    1. Priyanka Dutta & Hemanta Barman, 2022. "Services sector growth and interstate income divergence in India," Asia-Pacific Journal of Regional Science, Springer, vol. 6(3), pages 995-1015, October.

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