Bayesian bandwidth estimation for local linear fitting in nonparametric regression models

DOI10.1515/snde-2018-0050OpenAlexW3109112014MaRDI QIDQ2700530

Han Lin Shang, Xibin Zhang

Publication date: 27 April 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.04155

zbMATH Keywords

Markov chain Monte Carlokernel-form error densitystate-price densityownership concentration

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items

Local linear estimate of the functional expectile regression

Uses Software

• R
• np

Cites Work

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