Pages that link to "Item:Q3191832"
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The following pages link to POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES (Q3191832):
Displaying 18 items.
- Posterior consistency in conditional distribution estimation (Q391574) (← links)
- Bayesian empirical likelihood for quantile regression (Q447855) (← links)
- Bayesian modeling of joint and conditional distributions (Q527950) (← links)
- Generalized smooth finite mixtures (Q528085) (← links)
- A Bayesian goodness-of-fit test for regression (Q829735) (← links)
- Adaptive Bayesian density estimation in \(L^p\)-metrics with Pitman-Yor or normalized inverse-Gaussian process kernel mixtures (Q899034) (← links)
- Approximation of conditional densities by smooth mixtures of regressions (Q973883) (← links)
- A review of uncertainty quantification for density estimation (Q2048457) (← links)
- A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models (Q2084460) (← links)
- Approximations of conditional probability density functions in Lebesgue spaces via mixture of experts models (Q2129248) (← links)
- Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity (Q2155307) (← links)
- Bayesian regression with nonparametric heteroskedasticity (Q2343818) (← links)
- Bayesian nonparametric regression with varying residual density (Q2434133) (← links)
- Bayesian regression with heteroscedastic error density and parametric mean function (Q2512628) (← links)
- A Predictive Study of Dirichlet Process Mixture Models for Curve Fitting (Q2922155) (← links)
- Bayesian Nonparametric Calibration and Combination of Predictive Distributions (Q4962434) (← links)
- ADAPTIVE BAYESIAN ESTIMATION OF CONDITIONAL DENSITIES (Q5357394) (← links)
- Adaptive Bayesian density regression for high-dimensional data (Q5963506) (← links)
