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

By Xibin Zhang, R. Brooks, Maxwell L. King. 2009

74 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/7ec052024bae996aaf04da5a6796b08cd66becbb