Modeling Conditional Densities Using Finite Smooth Mixtures
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KeywordsBayesian inference; Markov chain Monte Carlo; Mixture of Experts; Variable selection;
All these keywords.
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2010-10-30 (Econometrics)
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