POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES

Posterior consistency in conditional distribution estimation

(2013) Debdeep Pati et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Generalized smooth finite mixtures

(2012) Mattias Villani et al.   JOURNAL OF ECONOMETRICS

Bayesian modeling of joint and conditional distributions

(2012) Andriy Norets et al.   JOURNAL OF ECONOMETRICS

Simultaneous variable selection and component selection for regression density estimation with mixtures of heteroscedastic experts

(2012) Minh-Ngoc Tran et al.   Electronic Journal of Statistics

Approximation of conditional densities by smooth mixtures of regressions

(2010) Andriy Norets   ANNALS OF STATISTICS

The L1-consistency of Dirichlet mixtures in multivariate Bayesian density estimation

(2010) Yuefeng Wu et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Flexible modeling of conditional distributions using smooth mixtures of asymmetric student t densities

(2010) Feng Li et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Nonparametric Bayes Conditional Distribution Modeling With Variable Selection

(2010) Yeonseung Chung et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Adaptive Bayesian density estimation with location-scale mixtures

(2010) Willem Kruijer et al.   Electronic Journal of Statistics

Analysis of Minnesota colon and rectum cancer point patterns with spatial and nonspatial covariate information

(2009) Shengde Liang et al.   Annals of Applied Statistics

Adaptive Bayesian estimation using a Gaussian random field with inverse Gamma bandwidth

(2009) A. W. van der Vaart et al.   ANNALS OF STATISTICS

Rates of convergence for the posterior distributions of mixtures of Betas and adaptive nonparametric estimation of the density

(2009) Judith Rousseau   ANNALS OF STATISTICS

A Bayesian Nonparametric Approach to Inference for Quantile Regression

(2009) Matthew A. Taddy et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Regression density estimation using smooth adaptive Gaussian mixtures

(2009) Mattias Villani et al.   JOURNAL OF ECONOMETRICS

Rates of contraction of posterior distributions based on Gaussian process priors

(2008) A. W. van der Vaart et al.   ANNALS OF STATISTICS

Kernel stick-breaking processes

(2008) D. B. Dunson et al.   BIOMETRIKA

Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models

(2008) O. Papaspiliopoulos et al.   BIOMETRIKA