A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
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- Zhang, Xibin & King, Maxwell L. & Shang, Han Lin, 2014. "A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density," Computational Statistics & Data Analysis, Elsevier, vol. 78(C), pages 218-234.
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"Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors,"
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- Xibin Zhang & Maxwell L. King & Han Lin Shang, 2013. "Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors," Monash Econometrics and Business Statistics Working Papers 13/13, Monash University, Department of Econometrics and Business Statistics.
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- Tristan Senga Kiessé & Nabil Zougab & Célestin C. Kokonendji, 2016. "Bayesian estimation of bandwidth in semiparametric kernel estimation of unknown probability mass and regression functions of count data," Computational Statistics, Springer, vol. 31(1), pages 189-206, March.
- Philip T. Reiss & Jeff Goldsmith & Han Lin Shang & R. Todd Ogden, 2017. "Methods for Scalar-on-Function Regression," International Statistical Review, International Statistical Institute, vol. 85(2), pages 228-249, August.
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More about this item
Keywords
Bayes factors; kernel-form error density; Metropolis-Hastings algorithm; state–price density; value-at-risk;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2013-11-16 (Econometrics)
- NEP-FOR-2013-11-16 (Forecasting)
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