Copula based factorization in Bayesian multivariate infinite mixture models (Q2443267)

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Language	Label	Description	Also known as
English	Copula based factorization in Bayesian multivariate infinite mixture models	scientific article

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scholarly article

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Copula based factorization in Bayesian multivariate infinite mixture models (English)

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zbMATH Open document ID

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10.1016/j.jmva.2014.02.011

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Journal of Multivariate Analysis

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publication date

7 April 2014

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full work available at URL

https://www.economics.utoronto.ca/public/workingPapers/tecipa-473.pdf

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

nonparametric copula

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nonparametric consistency

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mixture modeling

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems

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Time-varying joint distribution through copulas

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Statistical Applications of the Multivariate Skew Normal Distribution

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On the support of MacEachern's dependent Dirichlet processes and extensions

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The consistency of posterior distributions in nonparametric problems

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A Bayesian mixed logit-probit model for multinomial choice

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A semiparametric Bayesian model for randomised block designs

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Bayesian multivariate mixed-scale density estimation

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Efficient Estimation of Semiparametric Multivariate Copula Models

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Semiparametric Bayes analysis of longitudinal data treatment models

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A semi-parametric Bayesian approach to the instrumental variable problem

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On the consistency of Bayes estimates

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Estimating Normal Means with a Dirichlet Process Prior

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Bayesian Density Estimation and Inference Using Mixtures

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Variational learning of a Dirichlet process of generalized Dirichlet distributions for simultaneous clustering and feature selection

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A Bayesian analysis of some nonparametric problems

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Nonparametric estimation of the distribution function in contingent valuation models

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On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case

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Rates of convergence for the Gaussian mixture sieve.

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Convergence rates for density estimation with Bernstein polynomials.

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Posterior consistency of Dirichlet mixtures in density estimation

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Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.

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Posterior convergence rates of Dirichlet mixtures at smooth densities

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Semiparametric Bayesian Inference in Autoregressive Panel Data Models

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Bayesian semiparametric stochastic volatility modeling

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On posterior consistency of survival models

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Introduction to empirical processes and semiparametric inference

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Posterior convergence rates for Dirichlet mixtures of beta densities

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Vectors of two-parameter Poisson-Dirichlet processes

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On a class of Bayesian nonparametric estimates: I. Density estimates

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Exact mean integrated squared error

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Bayesian density estimation using bernstein polynomials

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Random Bernstein Polynomials

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Consistency of Bernstein Polynomial Posteriors

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Efficient Bayesian inference for Gaussian copula regression models

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Latent Stick-Breaking Processes

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THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS

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On Bayes procedures

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Adaptive Bayesian multivariate density estimation with Dirichlet mixtures

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Two-dimensional Bernstein polynomial density estimators

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Kullback Leibler property of kernel mixture priors in Bayesian density estimation

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Correction to: ``Kullback Leibler property of kernel mixture priors in Bayesian density estimation''

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The \(L_{1}\)-consistency of Dirichlet mixtures in multivariate Bayesian density estimation

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Shape restriction of the multi-dimensional Bernstein prior for density functions

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Nonparametric Bayesian inference for the spectral density function of a random field

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mardi Publication:2443267

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