Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density

DOI10.1007/s00180-013-0463-0zbMath1306.65133OpenAlexW2094180958WikidataQ58288590 ScholiaQ58288590MaRDI QIDQ2259756

Han Lin Shang

Publication date: 5 March 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-013-0463-0

zbMATH Keywords

Markov chain Monte Carlofunctional regressionerror density estimationfunctional Nadaraya-Watson estimatorGaussian kernel mixture

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

Related Items (11)

Robust estimation for semi-functional linear regression models ⋮ Error variance estimation in semi-functional partially linear regression models ⋮ Estimation of a functional single index model with dependent errors and unknown error density ⋮ \(k\)NN estimation in functional partial linear modeling ⋮ Asymptotic results of semi-functional partial linear regression estimate under functional spatial dependency ⋮ Methods for Scalar‐on‐Function Regression ⋮ Tests for the linear hypothesis in semi-functional partial linear regression models ⋮ Estimation and inference in semi-functional partially linear measurement error models ⋮ Semi-functional partially linear regression model with responses missing at random ⋮ Robust estimators in semi-functional partial linear regression models ⋮ Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density

Uses Software

• R
• CODA
• fda (R)
• BUGS

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Inference for functional data with applications
• Local linear regression for functional data
• Nonparametric estimation of the density of regression errors
• Automatic estimation procedure in partial linear model with functional data
• Additive prediction and boosting for functional data
• Distance-based local linear regression for functional predictors
• Local smoothing regression with functional data
• Convergence rates for partially splined models
• On Kullback-Leibler loss and density estimation
• Exact mean integrated squared error
• Convergence rates for estimation in certain partially linear models
• The functional nonparametric model and applications to spectrometric data
• Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density
• Nonparametric time series prediction: A semi-functional partial linear modeling
• Functional data analysis.
• Semi-functional partial linear regression
• Nonparametric functional data analysis. Theory and practice.
• A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
• Nonparametric regression for functional data: automatic smoothing parameter selection
• BUGS for a Bayesian analysis of stochastic volatility models
• Adaptive optimal scaling of Metropolis–Hastings algorithms using the Robbins–Monro process
• Symmetric maximum kernel likelihood estimation
• On the Validity of the Bootstrap in Non-Parametric Functional Regression
• Simulation Run Length Control in the Presence of an Initial Transient
• The Signal Extraction Approach to Nonlinear Regression and Spline Smoothing
• Locally modelled regression and functional data
• k-Nearest Neighbour method in functional nonparametric regression
• Root-N-Consistent Semiparametric Regression
• Second-derivative Functional Regression with Applications to Near Infra-red Spectroscopy
• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
• Using simulation methods for bayesian econometric models: inference, development,and communication
• Finite mixture models
• Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method
• Functional time series approach for forecasting very short-term electricity demand
• Tests for Error Correlation in the Functional Linear Model
• Functional quadratic regression
• A Stochastic Approximation Method
• Introducing Monte Carlo Methods with R

This page was built for publication: Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density