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A sampling algorithm for bandwidth estimation in an nonparametric regression model with a flexible error density

Zhang, Xibin; King, Maxwell; Shang, Hanlin

Description

The unknown error density of a nonparametric regression model is approximated by a mixture of Gaussian densities with means being the individual error realizations and variance a constant parameter. Such a mixture density has the form of a kernel density

CollectionsANU Research Publications
Date published: 2014
Type: Journal article
URI: http://hdl.handle.net/1885/23388
Source: Computational Statistics and Data Analysis
DOI: 10.1016/j.csda.2014.04.016

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