ENH: Allow custom bandwidth functions in KDEUnivariate fit

[dbivolaru]

• closes ENH: Let users set KDE bandwidth use a user-defined bandwidth function #6988
• tests added / passed.
• code/documentation is well formatted.
• properly formatted commit message. See
  NumPy's guide.

Notes:

• It is essential that you add a test when making code changes. Tests are not
  needed for doc changes.
• When adding a new function, test values should usually be verified in another package (e.g., R/SAS/Stata).
• When fixing a bug, you must add a test that would produce the bug in master and
  then show that it is fixed with the new code.
• New code additions must be well formatted. Changes should pass flake8. If on Linux or OSX, you can
  verify you changes are well formatted by running

  git diff upstream/master -u -- "*.py" | flake8 --diff --isolated
  

  assuming flake8 is installed. This command is also available on Windows
  using the Windows System for Linux once flake8 is installed in the
  local Linux environment. While passing this test is not required, it is good practice and it help
  improve code quality in statsmodels.
• Docstring additions must render correctly, including escapes and LaTeX.

[pep8speaks]

Hello @dbivolaru! Thanks for updating this PR. We checked the lines you've touched for PEP 8 issues, and found:

There are currently no PEP 8 issues detected in this Pull Request. Cheers! 🍻

Comment last updated at 2020-08-27 01:59:56 UTC

[bashtage]

The docstring needs to be updated to reflect that a callable is acceptable, and what the signature of the callable should be.

[bashtage]

Some changes needed, especially to the docstring.

[coveralls]

Coverage increased (+0.01%) to 88.331% when pulling 62c940f on dbivolaru:master into 1e6b7c6 on statsmodels:master.

[bashtage]

LGTM