A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation

Journal of Econometrics ◽

10.1016/j.jeconom.2009.04.004 ◽

2009 ◽

Vol 153 (1) ◽

pp. 21-32 ◽

Author(s):

Xibin Zhang ◽

Robert D. Brooks ◽

Maxwell L. King

Keyword(s):

Density Estimation ◽

Bayesian Approach ◽

Bandwidth Selection ◽

Kernel Regression ◽

State Price ◽

State Price Density ◽

Selection For ◽

Multivariate Kernel Regression

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A Bayesian approach to bandwidth selection for multivariate kernel density estimation

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2005.06.019 ◽

2006 ◽

Vol 50 (11) ◽

pp. 3009-3031 ◽

Author(s):

Xibin Zhang ◽

Maxwell L. King ◽

Rob J. Hyndman

Keyword(s):

Density Estimation ◽

Bayesian Approach ◽

Kernel Density Estimation ◽

Bandwidth Selection ◽

Kernel Density ◽

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Bandwidth selection for kernel density estimation using Fourier domain constraints

IET Signal Processing ◽

10.1049/iet-spr.2015.0076 ◽

2016 ◽

Vol 10 (3) ◽

pp. 280-283

Author(s):

Alexander Suhre ◽

Orhan Arikan ◽

Ahmed Enis Cetin

Keyword(s):

Density Estimation ◽

Kernel Density Estimation ◽

Bandwidth Selection ◽

Kernel Density ◽

Fourier Domain ◽

Selection For ◽

Domain Constraints

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Local Bandwidth Selection for Density Estimation

Computing Science and Statistics ◽

10.1007/978-1-4612-2856-1_14 ◽

1992 ◽

pp. 111-116 ◽

Author(s):

Lori A. Thombs ◽

Simon J. Sheather

Keyword(s):

Density Estimation ◽

Bandwidth Selection ◽

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Local bandwidth selection for kernel density estimation from right-censored data based on asymptotic mean absolute error

Nonlinear Analysis ◽

10.1016/s0362-546x(96)00213-1 ◽

1997 ◽

Vol 30 (7) ◽

pp. 4375-4384 ◽

Author(s):

J.W. Kuhn ◽

W.J. Padgett

Keyword(s):

Density Estimation ◽

Censored Data ◽

Kernel Density Estimation ◽

Mean Absolute Error ◽

Bandwidth Selection ◽

Kernel Density ◽

Absolute Error ◽

Right Censored Data ◽

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C.440. On data- based bandwidth selection for density estimation from censored samples: a simulation

Journal of Statistical Computation and Simulation ◽

10.1080/00949659608811764 ◽

1996 ◽

Vol 55 (3) ◽

pp. 239-245

Author(s):

J. W. Kuhn ◽

W. J. Padgett

Keyword(s):

Density Estimation ◽

Bandwidth Selection ◽

Censored Samples ◽

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Bandwidth Selection for Indirect Density Estimation Based on Corrupted Histogram Data

Journal of the American Statistical Association ◽

10.1080/01621459.1996.10476930 ◽

1996 ◽

Vol 91 (434) ◽

pp. 610-626 ◽

Author(s):

Finbarr O'sullivan ◽

Yudi Pawitan

Keyword(s):

Density Estimation ◽

Bandwidth Selection ◽

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Optimal bandwidth selection for multivariate kernel deconvolution density estimation

Test ◽

10.1007/s11749-006-0027-5 ◽

2007 ◽

Vol 17 (1) ◽

pp. 138-162 ◽

Author(s):

Élie Youndjé ◽

Martin T. Wells

Keyword(s):

Density Estimation ◽

Bandwidth Selection ◽

Optimal Bandwidth ◽

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Bandwidth selection for kernel density estimation: a review of fully automatic selectors

AStA Advances in Statistical Analysis ◽

10.1007/s10182-013-0216-y ◽

2013 ◽

Vol 97 (4) ◽

pp. 403-433 ◽

Author(s):

Nils-Bastian Heidenreich ◽

Anja Schindler ◽

Stefan Sperlich

Keyword(s):

Density Estimation ◽

Kernel Density Estimation ◽

Bandwidth Selection ◽

Kernel Density ◽

Fully Automatic ◽

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Bandwidth selection for kernel log-density estimation

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2016.05.003 ◽

2016 ◽

Vol 103 ◽

pp. 56-67 ◽

Author(s):

Martin L. Hazelton ◽

Murray P. Cox

Keyword(s):

Density Estimation ◽

Bandwidth Selection ◽

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Non-asymptotic Bandwidth Selection for Density Estimation of Discrete Data

Methodology And Computing In Applied Probability ◽

10.1007/s11009-007-9057-z ◽

2008 ◽

Vol 10 (3) ◽

pp. 435-451 ◽

Author(s):

Zdravko I. Botev ◽

Dirk P. Kroese

Keyword(s):

Density Estimation ◽

Bandwidth Selection ◽

Discrete Data ◽

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