Search Results - subject:"Bayesian Nonparametrics"

Adaptive Bayesian estimation of discrete-continuous distributions under smoothness and sparsity

Norets, Andriy; Pelenis, Justinas - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 3, pp. 1355-1377

Persistent link: https://www.econbiz.de/10013279559

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

Norets, Andriy; Pelenis, Justinas - In: Journal of econometrics 230 (2022) 1, pp. 62-82

Persistent link: https://www.econbiz.de/10013441915

Bayesian nonparametric learning of how skill is distributed across the mutual fund industry

Fisher, Mark; Jensen, Mark J. - In: Journal of econometrics 230 (2022) 1, pp. 131-153

Persistent link: https://www.econbiz.de/10013441924

Targeting social safety net programs on human capabilities

Henderson, Heath; Follett, Lendie - In: World development : the multi-disciplinary … 151 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013187905

Gaussian process vector autoregressions and macroeconomic uncertainty

Hauzenberger, Niko; Huber, Florian; Marcellino, Massimiliano - 2022

Persistent link: https://www.econbiz.de/10013426600

Adaptive Bayesian estimation of mixed discrete-continuous distributions under smoothness and sparsity

Norets, Andriy; Pelenis, Justinas - 2018

We consider nonparametric estimation of a mixed discrete-continuous distribution under anisotropic smoothness conditions and possibly increasing number of support points for the discrete part of the distribution. For these settings, we derive lower bounds on the estimation rates in the total...

Persistent link: https://www.econbiz.de/10011917384