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  • Search: subject:"Multivariate kernel density estimation"
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Year of publication
Subject
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multivariate kernel density estimation 3 Chow test 2 model validation 2 p-value 2 structural break 2 Asymptotic MISE 1 Bandwidth selection 1 Estimation theory 1 Forecasting model 1 Multivariate kernel density estimation 1 Plug-in method 1 Pre-sphering 1 Prognoseverfahren 1 Schätztheorie 1 Statistical test 1 Statistischer Test 1 Structural break 1 Strukturbruch 1 Unconstrained bandwidth selectors 1 cross-validation 1 sampling algorithms 1
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Online availability
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Free 3 Undetermined 1
Type of publication
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Book / Working Paper 3 Article 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2 Undetermined 2
Author
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King, Maxwell L. 3 Zhang, Xibin 3 Polak, Julia 2 Chacón, J. 1 Duong, T. 1 Hyndman, Rob J. 1
Institution
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Department of Econometrics and Business Statistics, Monash Business School 2
Published in...
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Monash Econometrics and Business Statistics Working Papers 2 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
All
RePEc 3 ECONIS (ZBW) 1
Showing 1 - 4 of 4
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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://ebvufind01.dmz1.zbw.eu/10011141012
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Cover Image
A model validation procedure
Polak, Julia; King, Maxwell L.; Zhang, Xibin - 2014
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011780832
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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://ebvufind01.dmz1.zbw.eu/10005149069
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Cover Image
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://ebvufind01.dmz1.zbw.eu/10008674099
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