Nonparametric Bayesian inference for multivariate density functions using Feller priors
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Cites work
- Bayesian density estimation using bernstein polynomials
- Bayesian density estimation via dirichlet density processes
- Bayesian Estimation of the Spectral Density of a Time Series
- Bayesian Nonparametric Inference for Random Distributions and Related Functions
- Edgeworth expansions for nonparametric density estimators, with applications
- Empirical likelihood confidence intervals for nonparametric density estimation
- Gibbs Sampling Methods for Stick-Breaking Priors
- scientific article; zbMATH DE number 44577 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- More aspects of Pólya tree distributions for statistical modelling
- Non parametric mixture priors based on an exponential random scheme
- Nonparametric Bayesian data analysis
- Nonparametric Bayesian inference for the spectral density function of a random field
- On a class of Bayesian nonparametric estimates: I. Density estimates
- On confidence bands in nonparametric density estimation and regression
- Plug-in bandwidth matrices for bivariate kernel density estimation
- Shape restriction of the multi-dimensional Bernstein prior for density functions
- Some aspects of Pólya tree distributions for statistical modelling
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