The following pages link to Smoothly mixing regressions (Q277172):
Displaying 38 items.
- Gaussian parsimonious clustering models with covariates and a noise component (Q84391) (← links)
- Achieving shrinkage in a time-varying parameter model framework (Q89526) (← links)
- Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models (Q291119) (← links)
- A semi-parametric Bayesian approach to the instrumental variable problem (Q292158) (← links)
- A simple nonparametric approach to estimating the distribution of random coefficients in structural models (Q337781) (← links)
- A Bayesian approach to model-based clustering for binary panel probit models (Q452570) (← links)
- Bayesian modeling of joint and conditional distributions (Q527950) (← links)
- Generalized smooth finite mixtures (Q528085) (← links)
- Additive cubic spline regression with Dirichlet process mixture errors (Q530952) (← links)
- Bayesian semiparametric stochastic volatility modeling (Q736526) (← links)
- Bayesian inference in a correlated random coefficients model: modeling causal effect heterogeneity with an application to heterogeneous returns to schooling (Q737913) (← links)
- Stick-breaking autoregressive processes (Q737918) (← links)
- Variational approximation for heteroscedastic linear models and matching pursuit algorithms (Q746230) (← links)
- Adverse selection, moral hazard and the demand for Medigap insurance (Q894637) (← links)
- Approximation of conditional densities by smooth mixtures of regressions (Q973883) (← links)
- Flexible modeling of conditional distributions using smooth mixtures of asymmetric Student \(t\) densities (Q993802) (← links)
- Interpretation and inference in mixture models: simple MCMC works (Q1019984) (← links)
- Modelling breaks and clusters in the steady states of macroeconomic variables (Q1623520) (← links)
- A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density (Q1623642) (← links)
- Smooth approximations to monotone concave functions in production analysis: an alternative to nonparametric concave least squares (Q1653359) (← links)
- Bayesian nonparametric vector autoregressive models (Q1706488) (← links)
- The dynamics of UK and US inflation expectations (Q1927097) (← links)
- Simultaneous variable selection and component selection for regression density estimation with mixtures of heteroscedastic experts (Q1950853) (← links)
- Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity (Q2155307) (← links)
- Stochastic dominance tests (Q2177995) (← links)
- What belongs where? Variable selection for zero-inflated count models with an application to the demand for health care (Q2259202) (← links)
- Latent mixture modeling for clustered data (Q2329780) (← links)
- Bayesian regression with nonparametric heteroskedasticity (Q2343818) (← links)
- Bayesian regression with heteroscedastic error density and parametric mean function (Q2512628) (← links)
- Estimation of flexible fuzzy GARCH models for conditional density estimation (Q2629962) (← links)
- Regression density estimation using smooth adaptive Gaussian mixtures (Q2630124) (← links)
- Evaluating consumers' choices of Medicare Part D plans: a study in behavioral welfare economics (Q2658777) (← links)
- On Convergence Rates of Mixtures of Polynomial Experts (Q2840878) (← links)
- POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES (Q3191832) (← links)
- Semiparametric finite mixture of regression models with Bayesian P-splines (Q6050760) (← links)
- Bayesian artificial neural networks for frontier efficiency analysis (Q6054400) (← links)
- Bayesian weighted inference from surveys (Q6112940) (← links)
- Dynamic network data envelopment analysis with a sequential structure and behavioural-causal analysis: application to the Chinese banking industry (Q6167382) (← links)
