Kernel density estimation (KDE) and nonparametric methods form a cornerstone of contemporary statistical analysis. Unlike parametric approaches that assume a specific functional form for the ...

where K 0 (·) is a kernel function, is the bandwidth, n is the sample size, and x i is the i th observation. The KERNEL option provides three kernel functions (K 0): normal, quadratic, and triangular.

Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...

A kernel density curve may follow the shape of the distribution more closely. To construct a normal kernel density curve, one parameter is required: the bandwidth .The value of determines the degree ...