akdensity estimates density functions by the kernel method with varying bandwidth (a.k.a. adaptive kernel density estimation). Pointwise variability bands are also provided. The package is an update for the Stata Journal article st0037 which appeared in SJ-3-2 (2003).
Van Kerm , P. AKDENSITY: Stata module to perform adaptive kernel density estimation. Boston College Department of Economics, Chestnut Hill, MA, USA (2005, revised 2010) [Statistical Software Components S456101]