Bruce E. Hansen
"Bandwidth Selection for Nonparametric Distribution Estimation" (5/2004)
Program and Data Files
This program calculates the statistics described in the above paper.
The program estimates a univariate distribution function using kernel smoothing, and
calculates a plug-in Bandwidth rule.
Link to Abstract and PDF File of Paper
Some of the above material is based upon work supported by the National Science Foundation under Grants No. SES-9022176, SES-9120576, SBR-9412339, and SBR-9807111.
Any opinions, findings, and conclusions, or recommendations expressed in this material are those of the author(s), and do not necessarily reflect the views of the NSF.