A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density (Q1623642)
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English | A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density |
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A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density (English)
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23 November 2018
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Bayes factors
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kernel-form error density
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Metropolis-Hastings algorithm
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posterior predictive density
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state-price density
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value-at-risk
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