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Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density

Shang, Hanlin


In the context of semi-functional partial linear regression model, we study the problem of error density estimation. The unknown error density is approximated by a mixture of Gaussian densities with means being the individual residuals, and variance a constant parameter. This mixture error density has a form of a kernel density estimator of residuals, where the regression function, consisting of parametric and nonparametric components, is estimated by the ordinary least squares and functional...[Show more]

CollectionsANU Research Publications
Date published: 2014
Type: Journal article
Source: Computational Statistics
DOI: 10.1007/s00180-013-0463-0


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