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

By Feng Li, Mattias Villani, Robert Kohn. 2010

188 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/2b365b51ac6d12293805fc50f5292006241ba199

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

1. Andriy Norets
2. Justinas Pelenis

In Finance

1. Andriy Norets
2. Justinas Pelenis

In Statistics and Probability

1. Andriy Norets
2. Justinas Pelenis

Citations in the corpus

• POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES (2011, background): “The econometrics literature on Bayesian nonparametric conditional density estimation includes papers by Geweke and Keane (2007), Villani, Kohn, and Giordani (2009), Li, Villani, and Kohn (2010), Tran, Nott, and Kohn (2012), and Villani, Kohn, and Nott (2012), among others.”