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Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density

Shang, Hanlin


We investigate the issue of bandwidth estimation in a functional nonparametric regression model with function-valued, continuous real-valued and discrete-valued regressors under the framework of unknown error density. Extending from the recent work of Shang (2013) ['Bayesian Bandwidth Estimation for a Nonparametric Functional Regression Model with Unknown Error Density', Computational Statistics & Data Analysis, 67, 185-198], we approximate the unknown error density by a kernel density...[Show more]

CollectionsANU Research Publications
Date published: 2014
Type: Journal article
Source: Nonparametric Statistics (Journal of)
DOI: 10.1080/10485252.2014.916806


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