Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
| Year of publication: |
2022
|
|---|---|
| Authors: | Shang, Han Lin ; Zhang, Xibin |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 26.2022, 1, p. 55-71
|
| Subject: | kernel-form error density | Markov chain Monte Carlo | ownership concentration | state-price density | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Statistische Verteilung | Statistical distribution | Eigentümerstruktur | Ownership structure | Bayes-Statistik | Bayesian inference |
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