POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES

DOI10.1017/S026646661300042XzbMath1296.62083MaRDI QIDQ3191832

Justinas Pelenis, Andriy Norets

Publication date: 25 September 2014

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62F15: Bayesian inference

Related Items

Bayesian Nonparametric Calibration and Combination of Predictive Distributions, ADAPTIVE BAYESIAN ESTIMATION OF CONDITIONAL DENSITIES, Adaptive Bayesian density regression for high-dimensional data, Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective, Posterior consistency in conditional distribution estimation, Bayesian empirical likelihood for quantile regression, Bayesian modeling of joint and conditional distributions, Generalized smooth finite mixtures, A Bayesian goodness-of-fit test for regression, Adaptive Bayesian density estimation in \(L^p\)-metrics with Pitman-Yor or normalized inverse-Gaussian process kernel mixtures, Approximation of conditional densities by smooth mixtures of regressions, A review of uncertainty quantification for density estimation, A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models, Approximations of conditional probability density functions in Lebesgue spaces via mixture of experts models, Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity, Bayesian regression with nonparametric heteroskedasticity, Bayesian nonparametric regression with varying residual density, Bayesian regression with heteroscedastic error density and parametric mean function, A Predictive Study of Dirichlet Process Mixture Models for Curve Fitting

Uses Software

• np

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