Bayesian bandwidth selection for a nonparametric regression model with mixed types of regressors
Year of publication: |
June 2016
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Authors: | Zhang, Xibin ; King, Maxwell L. ; Shang, Han Lin |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 4.2016, 2, p. 1-27
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Subject: | cross-validation | Nadaraya-Watson estimator | posterior predictive density | random-walk Metropolis | unknown error density | value-at-risk | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Monte-Carlo-Simulation | Monte Carlo simulation | Prognoseverfahren | Forecasting model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics4020024 [DOI] hdl:10419/171875 [Handle] |
Classification: | C11 - Bayesian Analysis ; C14 - Semiparametric and Nonparametric Methods ; C35 - Discrete Regression and Qualitative Choice Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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