Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density

DOI10.1007/s00180-013-0463-0zbMath1306.65133OpenAlexW2094180958WikidataQ58288590 ScholiaQ58288590MaRDI QIDQ2259756

Han Lin Shang

Publication date: 5 March 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-013-0463-0

zbMATH Keywords

Markov chain Monte Carlofunctional regressionerror density estimationfunctional Nadaraya-Watson estimatorGaussian kernel mixture

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

Related Items

Robust estimation for semi-functional linear regression models, Error variance estimation in semi-functional partially linear regression models, Estimation of a functional single index model with dependent errors and unknown error density, \(k\)NN estimation in functional partial linear modeling, Asymptotic results of semi-functional partial linear regression estimate under functional spatial dependency, Methods for Scalar‐on‐Function Regression, Tests for the linear hypothesis in semi-functional partial linear regression models, Estimation and inference in semi-functional partially linear measurement error models, Semi-functional partially linear regression model with responses missing at random, Robust estimators in semi-functional partial linear regression models, Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density

Uses Software

• R
• CODA
• fda (R)
• BUGS

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