Adaptive kernel density estimation
Philippe Van Kerm
CEPS/INSTEAD, G.-D. Luxembourg
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Abstract. 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.
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Philippe Van Kerm
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adaptive kernel density, local bandwidths, variability bands
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