Bandwidth selection in kernel distribution function estimation
Ignacio López-de-Ullibarri
Department of Mathematics
Universidade da Coruña
Ferrol, Spain
[email protected]
|
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.
View all articles by this author:
Ignacio López-de-Ullibarri
View all articles with these keywords:
kcdf, nonparametric estimation, smoothing, cumulative distribution function
Download citation: BibTeX RIS
Download citation and abstract: BibTeX RIS
|
