SFB 303 Discussion Paper No. A - 186
Author: Marron, J.S., and H. P. Schmitz
Title: Simultaneous Estimation of Several Size Distributions of Income
Abstract: The size distributions of net income in Great Britain changed systematically in the 70īs. This can be shown
by visual comparison of nonparametric density estimates. Typical bandwidth selection methods, such as least
squares and biased cross-validation tend to hinder comparison, because of too much variability across curves.
Hence, a method for finding an appropriate pooled bandwidth is developed. It is seen that this method is much
more reliable than single curve cross-validation.
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Creation-Date: July 1988
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