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A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density - MaRDI portal

A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density (Q1623642)

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scientific article; zbMATH DE number 6984049
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English
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
scientific article; zbMATH DE number 6984049

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    A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density (English)
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    23 November 2018
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    Bayes factors
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    kernel-form error density
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    Metropolis-Hastings algorithm
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    posterior predictive density
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    state-price density
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    value-at-risk
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