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

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@article{6fc61fd7edf347edbb5790f059d05b88,

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

author = "Xibin Zhang and Brooks, {Robert Darren} and King, {Maxwell Leslie}",

year = "2009",

doi = "10.1016/j.jeconom.2009.04.004",

language = "English",

volume = "153",

pages = "21 -- 32",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier",

number = "1",

}

TY - JOUR

T1 - A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation

AU - Zhang, Xibin

AU - Brooks, Robert Darren

AU - King, Maxwell Leslie

PY - 2009

Y1 - 2009

U2 - 10.1016/j.jeconom.2009.04.004

DO - 10.1016/j.jeconom.2009.04.004

M3 - Article

VL - 153

SP - 21

EP - 32

JO - Journal of Econometrics

JF - Journal of Econometrics

SN - 0304-4076

IS - 1

ER -