A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
Year of publication: |
2013
|
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Authors: | Zhang, Xibin ; King, Maxwell L. ; Shang, Han Lin |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | Bayes factors | kernel-form error density | Metropolis-Hastings algorithm | state–price density | value-at-risk |
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