Bayesian approach to bandwidth selection for multivariate count regression function estimation by associated discrete kernel

DOI10.1080/15598608.2017.1281180zbMATH Open1425.62063OpenAlexW2579884309MaRDI QIDQ2321797FDOQ2321797

Smail Adjabi, Lamia Djerroud, Nabil Zougab

Publication date: 23 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2017.1281180

zbMATH Keywords

cross-validationBayesian approachdiscrete kernelmultivariate kernel regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Monte Carlo methods (65C05) Estimation in multivariate analysis (62H12)

Cites Work

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• Monte Carlo sampling methods using Markov chains and their applications
• Discrete triangular distributions and non-parametric estimation for probability mass function
• Equation of State Calculations by Fast Computing Machines
• Optimal bandwidth selection in nonparametric regression function estimation
• Extensions of discrete triangular distributions and boundary bias in kernel estimation for discrete functions
• Discrete associated kernels method and extensions
• Bayesian estimation of bandwidth in semiparametric kernel estimation of unknown probability mass and regression functions of count data
• Bayesian bandwidth selection in discrete multivariate associated kernel estimators for probability mass functions
• On semiparametric regression for count explanatory variables
• A Bayesian approach to bandwidth selection for multivariate kernel density estimation
• Effects of associated kernels in nonparametric multiple regressions
• A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
• A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
• Bayesian Approach in Nonparametric Count Regression with Binomial Kernel

Cited In (3)

• Discrete multivariate associated kernel estimators using two multiplicative bias correction methods
• Semiparametric multiple kernel estimators and model diagnostics for count regression functions
• Bayesian variance-stabilizing kernel density estimation using conjugate prior

Uses Software

• BayesDA

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