A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation (Q2630081): Difference between revisions
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Revision as of 07:54, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation |
scientific article |
Statements
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation (English)
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25 July 2016
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Black-Scholes formula
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bootstrapping
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cross validation
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Markov chain Monte Carlo
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time to maturity
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