Approximation of conditional densities by smooth mixtures of regressions

  title={Approximation of conditional densities by smooth mixtures of regressions},
  author={Andriy Norets},
  • Andriy Norets
  • Published 2009
APPROXIMATION OF CONDITIONAL DENSITIES BY SMOOTH MIXTURES OF REGRESSIONS∗ By Andriy Norets† Princeton University This paper shows that large nonparametric classes of conditional multivariate densities can be approximated in the Kullback–Leibler distance by different specifications of finite mixtures of normal regressions in which normal means and variances and mixing probabilities can depend on variables in the conditioning set (covariates). These models are a special case of models known as… CONTINUE READING


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