Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density.
Han Lin ShangPublished in: Comput. Stat. Data Anal. (2013)
Keyphrases
- regression model
- density estimation
- generalized linear models
- nonparametric density estimation
- density estimators
- semi parametric
- regression methods
- model selection
- prediction model
- kernel density estimation
- estimation error
- multivariate regression
- density estimates
- probability density
- linear model
- parametric models
- kernel regression
- regression method
- linear regression model
- parzen window
- support vector regression
- gaussian process
- regression analysis
- independent variables
- multiple linear regression
- statistical inference
- regression trees
- survival analysis
- logistic regression models
- explanatory variables
- locally weighted
- prediction intervals
- interval valued data
- target variable
- density function
- gaussian processes
- prediction error
- predictor variables
- posterior probability
- response variable
- latent variables
- probability density function
- cross validation
- particle filter
- bayesian networks