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  • Search: subject:"Multivariate kernel density"
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Year of publication
Subject
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multivariate kernel density estimation 3 Chow test 2 Estimation theory 2 Forecasting model 2 Multivariate kernel density 2 Prognoseverfahren 2 Schätztheorie 2 Statistical test 2 Statistischer Test 2 model validation 2 p-value 2 structural break 2 Asymptotic MISE 1 Asymptotic mean integrated square error 1 Bandwidth selection 1 Bootstrap 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Bootstrapping 1 Cross-market prediction 1 Information matrix test 1 Markov chain 1 Markov chain Monte Carlo 1 Markov chain Monte Carlo simulation 1 Markov-Kette 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Multivariate kernel density estimation 1 Multivariate kernel density estimator 1 Plug-in method 1 Pre-sphering 1 Rao-Blackwellization 1 Smallest acceptance region tests 1 Statistical theory 1 Statistische Methodenlehre 1 Structural break 1 Strukturbruch 1 Unconstrained bandwidth matrix 1 Unconstrained bandwidth selectors 1 consistency 1
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Online availability
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Free 4 Undetermined 4
Type of publication
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Article 4 Book / Working Paper 4
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
All
English 4 Undetermined 4
Author
All
King, Maxwell L. 5 Zhang, Xibin 5 Akram, Muhammad 2 Polak, Julia 2 Abdous, Belkacem 1 Berlinet, Alain 1 Chacón, J. 1 Duong, T. 1 Horová, Ivana 1 Hyndman, Rob J. 1 Koláček, Jan 1 Vopatová, Kamila 1
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Institution
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Department of Econometrics and Business Statistics, Monash Business School 3
Published in...
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Monash Econometrics and Business Statistics Working Papers 3 Computational Statistics & Data Analysis 1 Journal of Multivariate Analysis 1 Journal of econometrics 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1
Source
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RePEc 6 ECONIS (ZBW) 2
Showing 1 - 8 of 8
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Hypothesis testing based on a vector of statistics
King, Maxwell L.; Zhang, Xibin; Akram, Muhammad - In: Journal of econometrics 219 (2020) 2, pp. 425-455
Persistent link: https://www.econbiz.de/10012483400
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A Model Validation Procedure
Polak, Julia; King, Maxwell L.; Zhang, Xibin - Department of Econometrics and Business Statistics, … - 2014
Statistical models can play a crucial role in decision making. Traditional model validation tests typically make restrictive parametric assumptions about the model under the null and the alternative hypotheses. The majority of these tests examine one type of change at a time. This paper presents...
Persistent link: https://www.econbiz.de/10011141012
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A model validation procedure
Polak, Julia; King, Maxwell L.; Zhang, Xibin - 2014
Persistent link: https://www.econbiz.de/10011780832
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A New Procedure For Multiple Testing Of Econometric Models
King, Maxwell L.; Zhang, Xibin; Akram, Muhammad - Department of Econometrics and Business Statistics, … - 2011
through a combination of bootstrapping to obtain a multivariate kernel density estimator of the joint density of the test …
Persistent link: https://www.econbiz.de/10009131120
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Full bandwidth matrix selectors for gradient kernel density estimate
Horová, Ivana; Koláček, Jan; Vopatová, Kamila - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 364-376
The most important factor in multivariate kernel density estimation is a choice of a bandwidth matrix. This choice is …-transformation of the data. A general multivariate kernel density derivative estimator has been investigated. Data-driven selectors of …
Persistent link: https://www.econbiz.de/10011056546
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Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC
Zhang, Xibin; King, Maxwell L.; Hyndman, Rob J. - Department of Econometrics and Business Statistics, … - 2004
We provide Markov chain Monte Carlo (MCMC) algorithms for computing the bandwidth matrix for multivariate kernel … density estimation. Our approach is based on treating the elements of the bandwidth matrix as parameters to be estimated …
Persistent link: https://www.econbiz.de/10005149069
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Multivariate plug-in bandwidth selection with unconstrained pilot bandwidth matrices
Chacón, J.; Duong, T. - In: TEST: An Official Journal of the Spanish Society of … 19 (2010) 2, pp. 375-398
Persistent link: https://www.econbiz.de/10008674099
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Pointwise Improvement of Multivariate Kernel Density Estimates
Abdous, Belkacem; Berlinet, Alain - In: Journal of Multivariate Analysis 65 (1998) 2, pp. 109-128
Multivariate kernel density estimators are known to systematically deviate from the true value near critical points of …
Persistent link: https://www.econbiz.de/10005221584
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