Bayesian Bandwidth Estimation In Nonparametric Time-Varying Coefficient Models
Year of publication: |
2015
|
---|---|
Authors: | Cheng, Tingting ; Gao, Jiti ; Zhang, Xibin |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | Local constant estimator | bandwidth | Markov chain Monte Carlo |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 3/15 4 pages long |
Classification: | C11 - Bayesian Analysis ; C14 - Semiparametric and Nonparametric Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
-
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting, (2015)
-
Bayesian bandwidth estimation in nonparametric time-varying coefficient models
Cheng, Tingting, (2019)
-
A Poisson mixture model of discrete choice
Burda, Martin, (2012)
- More ...
-
Bayesian Bandwidth Selection in Nonparametric Time-Varying Coefficient Models
Cheng, Tingting, (2013)
-
Semiparametric Localized Bandwidth Selection for Kernel Density Estimation
Cheng, Tingting, (2014)
-
Semiparametric Localized Bandwidth Selection in Kernel Density Estimation
Cheng, Tingting, (2014)
- More ...