Pages that link to "Item:Q2630081"
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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)