ADAPTIVE BAYESIAN ESTIMATION OF CONDITIONAL DENSITIES

DOI10.1017/S0266466616000220zbMath1441.62095arXiv1408.5355OpenAlexW2962919822MaRDI QIDQ5357394

Debdeep Pati, Andriy Norets

Publication date: 15 September 2017

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

Full work available at URL: https://arxiv.org/abs/1408.5355

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)

Related Items

Empirical Bayes Conditional Density Estimation, Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity, Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective, Bayesian nonparametric vector autoregressive models, A review of uncertainty quantification for density estimation, Contraction properties of shrinkage priors in logistic regression, A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models, OPTIMAL AUXILIARY PRIORS AND REVERSIBLE JUMP PROPOSALS FOR A CLASS OF VARIABLE DIMENSION MODELS

Uses Software

• np

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