Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures
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- Norets, Andriy & Pelenis, Justinas, 2014. "Posterior Consistency In Conditional Density Estimation By Covariate Dependent Mixtures," Econometric Theory, Cambridge University Press, vol. 30(03), pages 606-646, June.
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- Villani, Mattias & Kohn, Robert & Nott, David J., 2012. "Generalized smooth finite mixtures," Journal of Econometrics, Elsevier, vol. 171(2), pages 121-133.
- Norets, Andriy, 2015. "Bayesian regression with nonparametric heteroskedasticity," Journal of Econometrics, Elsevier, vol. 185(2), pages 409-419.
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"Small sample properties of Bayesian estimators of labor income processes,"
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- Nakata, Taisuke & Tonetti, Christopher, 2014. "Small Sample Properties of Bayesian Estimators of Labor Income Processes," Finance and Economics Discussion Series 2014-25, Board of Governors of the Federal Reserve System (U.S.).
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- Pelenis, Justinas, 2012. "Bayesian Semiparametric Regression," Economics Series 285, Institute for Advanced Studies.
- repec:oup:biomet:v:104:y:2017:i:2:p:327-341. is not listed on IDEAS
- Debdeep Pati & David Dunson, 2014. "Bayesian nonparametric regression with varying residual density," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(1), pages 1-31, February.
- Norets, Andriy & Pelenis, Justinas, 2012. "Bayesian modeling of joint and conditional distributions," Journal of Econometrics, Elsevier, vol. 168(2), pages 332-346.
More about this item
KeywordsBayesian nonparametrics; posterior consistency; conditional density estimation; mixtures of normal distributions; location-scale mixtures; smoothly mixing regressions; mixtures of experts; dependent Dirichlet process; kernel stick-breaking process;
- 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
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