POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES (Q3191832)

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English	POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES	scientific article

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scholarly article

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POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES (English)

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Justinas Pelenis

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Econometric Theory

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publication date

25 September 2014

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Bayesian mixture of splines for spatially adaptive nonparametric regression

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Ferguson distributions via Polya urn schemes

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Sampling the Dirichlet Mixture Model with Slices

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Some Properties of Beta and Gamma Distributions

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New approaches to Bayesian consistency

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The consistency of posterior distributions in nonparametric problems

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Generalized smooth finite mixtures

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Regression density estimation using smooth adaptive Gaussian mixtures

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Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth

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Rates of contraction of posterior distributions based on Gaussian process priors

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Simultaneous variable selection and component selection for regression density estimation with mixtures of heteroscedastic experts

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Order-Based Dependent Dirichlet Processes

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Posterior consistency of logistic Gaussian process priors in density estimation

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Reversible jump Markov chain Monte Carlo computation and Bayesian model determination

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Bayesian nonparametrics

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Convergence rates of posterior distributions.

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A Bayesian Nonparametric Approach to Inference for Quantile Regression

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Posterior consistency of Dirichlet mixtures in density estimation

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Smoothly mixing regressions

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On Bayes procedures

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Rates of convergence for the posterior distributions of mixtures of betas and adaptive nonparametric estimation of the density

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Contemporary Bayesian Econometrics and Statistics

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Getting It Right

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Rates of convergence for the Gaussian mixture sieve.

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A Bayesian analysis of some nonparametric problems

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Posterior consistency in conditional distribution estimation

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A selective overview of nonparametric methods in financial econometrics

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Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models

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Bayesian modeling of joint and conditional distributions

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Bayesian Density Regression

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Approximation of conditional densities by smooth mixtures of regressions

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Kernel stick-breaking processes

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Slice sampling. (With discussions and rejoinder)

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Bayesian curve fitting using multivariate normal mixtures

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Finite mixture models

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Analysis of Minnesota colon and rectum cancer point patterns with spatial and nonspatial covariate information

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Practical nonparametric and semiparametric Bayesian statistics

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An ANOVA Model for Dependent Random Measures

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Density estimation through convex combinations of densities: Approximation and estimation bounds

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Flexible modeling of conditional distributions using smooth mixtures of asymmetric Student \(t\) densities

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Nonparametric Bayes Conditional Distribution Modeling With Variable Selection

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Adaptive Bayesian density estimation with location-scale mixtures

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

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Identifiers

zbMATH Open document ID

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10.1017/S026646661300042X

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Mathematics Subject Classification ID

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zbMATH DE Number

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mardi Publication:3191832

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