Bayesian bandwidth selection in nonparametric time-varying coefficient models
Year of publication: |
2013
|
---|---|
Authors: | Cheng, Tingting ; Gao, Jiti ; Zhang, Xibin |
Publisher: |
Clayton, Vic. : Dep. of Econometrics and Business Statistics, Monash Univ. |
Subject: | random-walk Metropolis algorithm | Bayes-Statistik | Bayesian inference | Nichtparametrisches Verfahren | Nonparametric statistics | Random Walk | Random walk | Algorithmus | Algorithm | Theorie | Theory |
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