Bayesian regression with heteroscedastic error density and parametric mean function (Q2512628): Difference between revisions

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+Posterior consistency for semi-parametric regression problems
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+Additive cubic spline regression with Dirichlet process mixture errors
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+The local Dirichlet process
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+Nonparametric Bayes Conditional Distribution Modeling With Variable Selection
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+A semi-parametric Bayesian approach to the instrumental variable problem
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+An ANOVA Model for Dependent Random Measures
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+Kernel stick-breaking processes
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+Smoothly mixing regressions
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+Bayesian nonparametrics
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+Order-Based Dependent Dirichlet Processes
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+Semiparametric Bayesian Inference in Autoregressive Panel Data Models
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+Slice sampling mixture models
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+The semiparametric Bernstein-von Mises theorem
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+Bayesian Semiparametric Median Regression Modeling
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+Bayesian Semiparametric Modelling in Quantile Regression
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+Bayesian curve fitting using multivariate normal mixtures
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+Risk of Bayesian Inference in Misspecified Models, and the Sandwich Covariance Matrix
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+Slice sampling. (With discussions and rejoinder)
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+Normal rank
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+Approximation of conditional densities by smooth mixtures of regressions
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+Bayesian modeling of joint and conditional distributions
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+POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES
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+Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models
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+Bayesian nonparametric regression with varying residual density
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+Posterior consistency in conditional distribution estimation
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+Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
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+On Bayes procedures
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+Asymptotic Normality of Semiparametric and Nonparametric Posterior Distributions
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+Bayesian density regression with logistic Gaussian process and subspace projection
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+Asymptotic Statistics
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+Sampling the Dirichlet Mixture Model with Slices
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+Maximum Likelihood Estimation of Misspecified Models
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