A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density (Q1623642)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density |
scientific article |
Statements
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density (English)
0 references
23 November 2018
0 references
Bayes factors
0 references
kernel-form error density
0 references
Metropolis-Hastings algorithm
0 references
posterior predictive density
0 references
state-price density
0 references
value-at-risk
0 references
0 references
0 references
0 references
0 references