Sequential Bayesian bandwidth selection for multivariate kernel regression with applications
Yong Li, Mingzhi Zhang, Yonghui Zhang
| Year of publication: |
2022
|
|---|---|
| Authors: | Li, Yong ; Zhang, Mingzhi ; Zhang, Yonghui |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 112.2022, p. 1-16
|
| Subject: | Bandwidth selection | Kernel estimate | Production function | Sequential Monte Carlo | State price density | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain | Schätztheorie | Estimation theory | Produktionsfunktion | Regressionsanalyse | Regression analysis | Multiple Regression | Multiple regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2022.105859 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013349100