Cultural advice

The Australian National University acknowledges, celebrates and pays our respects to the Ngunnawal and Ngambri people of the Canberra region and to all First Nations Australians on whose traditional lands we meet and work, and whose cultures are among the oldest continuing cultures in human history.

Aboriginal and Torres Strait Islander peoples are advised that ANU Library collections may include images, names, voices, and other representations of deceased persons.

Material in the collection may contain terms, language or views that reflect the period in which the item was created and may be considered inappropriate today.

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

Simple item page
dc.contributor.authorZhang, Xibin
dc.contributor.authorKing, Maxwell
dc.contributor.authorShang, Hanlin
dc.date.accessioned2015-12-07T22:33:43Z
dc.date.issued2014
dc.date.updated2019-08-18T08:17:03Z
dc.description.abstractThe 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
dc.identifier.issn0167-9473
dc.identifier.urihttp://hdl.handle.net/1885/23388
dc.publisherElsevier
dc.sourceComputational Statistics and Data Analysis
dc.subjectKeywords: Learning algorithms; Mathematical models; Mixtures; Regression analysis; Value engineering; Bayes factor; Error density; Metropolis-Hastings algorithm; Predictive density; Value at Risk; Bandwidth Bayes factors; Kernel-form error density; Metropolis-Hastings algorithm; Posterior predictive density; State-price density; Value-at-risk
dc.titleA sampling algorithm for bandwidth estimation in an nonparametric regression model with a flexible error density
dc.typeJournal article
local.bibliographicCitation.lastpage234
local.bibliographicCitation.startpage218
local.contributor.affiliationZhang, Xibin, Monash
local.contributor.affiliationKing, Maxwell, Monash University
local.contributor.affiliationShang, Hanlin, College of Business and Economics, ANU
local.contributor.authoruidShang, Hanlin, u5506744
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor010401 - Applied Statistics
local.identifier.absseo970101 - Expanding Knowledge in the Mathematical Sciences
local.identifier.ariespublicationu5260803xPUB26
local.identifier.citationvolume78
local.identifier.doi10.1016/j.csda.2014.04.016
local.identifier.scopusID2-s2.0-84901040311
local.identifier.thomsonID000339145100017
local.type.statusPublished Version

Downloads

Original bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
01_Zhang_A_sampling_algorithm_for_2014.pdf
Size:
693.98 KB
Format:
Adobe Portable Document Format
Download

Collections

ANU Research Publications

DSpace software copyright © 2002-2026 LYRASIS