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

Confidence intervals for Kernel density estimation / C.V. Fiorio. - In: THE STATA JOURNAL. - ISSN 1536-867X. - 4:2(2004), pp. 168-179.

Confidence intervals for Kernel density estimation

C.V. Fiorio
Primo
2004

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
St0064 ; Asciker ; Bsciker ; Vkdensity ; Kernel density asymptotic confidence intervals ; Kernel density bootstrap confidence intervals ; Asymptotic bias
Settore SECS-P/03 - Scienza delle Finanze
2004
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/21900
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