Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity

DOI10.1016/j.jeconom.2021.11.004OpenAlexW4200154902MaRDI QIDQ2155307

Publication date: 15 July 2022

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.11.004

zbMATH Keywords

Bayesian nonparametrics conditional density posterior contraction mixtures of normal distributions mixtures of experts smoothly mixing regressions adaptive rates

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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