Pages that link to "Item:Q2630081"

The following pages link to A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation (Q2630081):

Displayed 28 items.

• Bayesian estimation of bandwidth in semiparametric kernel estimation of unknown probability mass and regression functions of count data (Q736586) ‎ (← links)
• Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density (Q1615104) ‎ (← links)
• A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density (Q1623642) ‎ (← links)
• Frequentist nonparametric goodness-of-fit tests via marginal likelihood ratios (Q1659470) ‎ (← links)
• Bayesian estimation of a discrete response model with double rules of sample selection (Q1663332) ‎ (← links)
• Approximate inference of the bandwidth in multivariate kernel density estimation (Q1942890) ‎ (← links)
• A data-driven framework for consistent financial valuation and risk measurement (Q2028832) ‎ (← links)
• Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints (Q2180297) ‎ (← links)
• Least squares estimation for discretely observed stochastic Lotka-Volterra model driven by small \(\alpha \)-stable noises (Q2213423) ‎ (← links)
• On robust cross-validation for nonparametric smoothing (Q2259086) ‎ (← links)
• Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density (Q2259756) ‎ (← links)
• Nonparametric filtering of conditional state-price densities (Q2294444) ‎ (← links)
• Bayesian variance-stabilizing kernel density estimation using conjugate prior (Q2314517) ‎ (← links)
• Bayesian approach to bandwidth selection for multivariate count regression function estimation by associated discrete kernel (Q2321797) ‎ (← links)
• Bandwidth matrix selectors for kernel regression (Q2403402) ‎ (← links)
• Bayesian bandwidth estimation for local linear fitting in nonparametric regression models (Q2700530) ‎ (← links)
• INDEX OPTIONS AND VOLATILITY DERIVATIVES IN A GAUSSIAN RANDOM FIELD RISK-NEUTRAL DENSITY MODEL (Q4571695) ‎ (← links)
• Bayesian nonparametric estimation of bandwidth using mixtures of kernel estimators for length-biased data (Q5036856) ‎ (← links)
• A new representation of the risk-neutral distribution and its applications (Q5079373) ‎ (← links)
• Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval (Q5080515) ‎ (← links)
• Estimation of a functional single index model with dependent errors and unknown error density (Q5083928) ‎ (← links)
• A multivariate non-parametric kernel estimator for global sensitivity analysis (Q5084941) ‎ (← links)
• Kernel estimation of regression function gradient (Q5085565) ‎ (← links)
• NONPARAMETRIC DENSITY ESTIMATION BY B-SPLINE DUALITY (Q5221310) ‎ (← links)
• Bayesian Approach in Nonparametric Count Regression with Binomial Kernel (Q5415903) ‎ (← links)
• Bayesian Kernel Regression for Noisy Inputs Based on Nadaraya–Watson Estimator Constructed from Noiseless Training Data (Q5858144) ‎ (← links)
• Functional coefficient time series models with trending regressors (Q5860950) ‎ (← links)
• A Bayesian approach for nonparametric regression in the presence of correlated errors (Q6125012) ‎ (← links)