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

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Bayesian inference (62F15)

Related Items (19)

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

Uses Software

• np

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