62 citations · 64 across the 3 of their papers we have counts for
5 papers
Adaptive Bayesian Estimation of Conditional Densities Based on Orthogonal Polynomials
Andriy Norets, Marco Stenborg Petterson
We study Bayesian estimation of conditional densities represented by normalized squares of orthogonal polynomial series. We specify the conditional density without modeling the mar…
Semiparametric Bayesian Estimation of Dynamic Discrete Choice Models
Andriy Norets, Kenichi Shimizu
We propose a tractable semiparametric estimation method for structural dynamic discrete choice models. The distribution of additive utility shocks in the proposed framework is mode…
Adaptive Bayesian Estimation of Mixed Discrete-Continuous Distributions under Smoothness and Sparsity
Andriy Norets, Justinas Pelenis
We consider nonparametric estimation of a mixed discrete-continuous distribution under anisotropic smoothness conditions and possibly increasing number of support points for the di…
Adaptive Bayesian Estimation of Conditional Densities
Andriy Norets, Debdeep Pati
We consider a non-parametric Bayesian model for conditional densities. The model is a finite mixture of normal distributions with covariate dependent multinomial logit mixing proba…
Approximation of conditional densities by smooth mixtures of regressions
Andriy Norets
This paper shows that large nonparametric classes of conditional multivariate densities can be approximated in the Kullback--Leibler distance by different specifications of finite…