Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Villani, Mattias & Kohn, Robert & Giordani, Paolo, 2009. "Regression density estimation using smooth adaptive Gaussian mixtures," Journal of Econometrics, Elsevier, vol. 153(2), pages 155-173, December.
- Chib, Siddhartha & Greenberg, Edward, 2010. "Additive cubic spline regression with Dirichlet process mixture errors," Journal of Econometrics, Elsevier, vol. 156(2), pages 322-336, June.
More about this item
KeywordsBayesian inference; Markov Chain Monte Carlo; Mixture of Experts; Predictive inference; Splines; Value-at-Risk; Variable selection;
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-11-24 (All new papers)
- NEP-ECM-2007-11-24 (Econometrics)
- NEP-FOR-2007-11-24 (Forecasting)
- NEP-MAC-2007-11-24 (Macroeconomics)
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