Bayesian empirical likelihood estimation of smooth kink regression

MaRDI QIDQ5125164zbMATH OpenFDO

Authors Woraphon Yamaka, Paravee Maneejuk

Publication date 5 October 2020

Full work available at URL http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/3916

zbMATH Keywords

Bayesian empirical likelihood estimationlogistic functionsmooth kink model

Mathematics Subject Classification ID

Heat equation (35K05) Derivative securities (option pricing, hedging, etc.) (91G20)

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Cites work

• Bayesian and frequentist confidence intervals arising from empirical-type likelihoods
• Bayesian empirical likelihood estimation of quantile structural equation models
• Bayesian empirical likelihood for quantile regression
• Bayesian exponentially tilted empirical likelihood
• BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
• Empirical likelihood
• Empirical likelihood ratio confidence regions
• Empirical-type likelihoods allowing posterior credible sets with frequentist validity: Higher-order asymptotics
• scientific article; zbMATH DE number 3122730 (Why is no real title available?)
• Inference on causal effects in a generalized regression kink design
• Information and entropy econometrics -- editor's view.
• Monte Carlo sampling methods using Markov chains and their applications

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