A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density (Q1623642): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W2051403264 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4365239 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Marginal Likelihood from the Gibbs Output / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Bayesian method to estimate the optimal bandwidth for multivariate kernel estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of the density of regression errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian approach to the choice of smoothing parameter in kernel density estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive optimal scaling of Metropolis–Hastings algorithms using the Robbins–Monro process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4298922 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Using simulation methods for bayesian econometric models: inference, development,and communication / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smoothly mixing regressions / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Oxford Handbook of Bayesian Econometrics / rank
 
Normal rank
Property / cites work
 
Property / cites work: On bandwidth choice in nonparametric regression with both short- and long-range dependent errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3999325 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal smoothing in single-index models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal bandwidth selection in nonparametric regression function estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4524039 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4322328 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4543483 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5726065 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayes Factors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monte Carlo strategies in scientific computing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4280410 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive sampling for Bayesian variable selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4865936 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric estimation of binary response models with endogenous regressors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation of the density of regression errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4863755 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4727203 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method / rank
 
Normal rank
Property / cites work
 
Property / cites work: A completely automatic french curve: fitting spline functions by cross validation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3608245 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation / rank
 
Normal rank

Latest revision as of 11:21, 17 July 2024

scientific article
Language Label Description Also known as
English
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
scientific article

    Statements

    A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density (English)
    0 references
    0 references
    0 references
    0 references
    23 November 2018
    0 references
    Bayes factors
    0 references
    kernel-form error density
    0 references
    Metropolis-Hastings algorithm
    0 references
    posterior predictive density
    0 references
    state-price density
    0 references
    value-at-risk
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references