Confidence intervals for kernel density estimation
Carlo V. Fiorio
London School of Economics and STICERD
|
Abstract. This article describes asciker and bsciker, two programs that
enrich the possibility for density analysis using Stata. asciker and
bsciker compute asymptotic and bootstrap confidence intervals for
kernel density estimation, respectively, based on the theory of kernel
density confidence intervals estimation developed in Hall (1992b) and
Horowitz (2001). asciker and bsciker allow several options and
are compatible with Stata 7 and Stata 8, using the appropriate graphics
engine under both versions.
View all articles by this author:
Carlo V. Fiorio
View all articles with these keywords:
asciker, bsciker, vkdensity, kernel density asymptotic confidence intervals, kernel density bootstrap confidence intervals, asymptotic bias
Download citation: BibTeX RIS
Download citation and abstract: BibTeX RIS
|
