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Resumen de Bandwidth selection in kernel distribution function estimation

Ignacio López-de-Ullibarri Árbol académico

  • 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.


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