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Thus, Bayesian mixture of normals models can be used for (up to a log factor) optimal adaptive estimation of mixed discrete\u2010continuous distributions. The proposed model demonstrates excellent performance in simulations mimicking the first stage in the estimation of structural discrete choice models.<\/jats:p>","DOI":"10.3982\/ecta17884","type":"journal-article","created":{"date-parts":[[2022,5,25]],"date-time":"2022-05-25T13:12:32Z","timestamp":1653484352000},"page":"1355-1377","source":"Crossref","is-referenced-by-count":4,"title":["Adaptive Bayesian Estimation of Discrete\u2010Continuous Distributions Under Smoothness and Sparsity"],"prefix":"10.3982","volume":"90","author":[{"given":"Andriy","family":"Norets","sequence":"first","affiliation":[{"name":"Department of Economics, Brown University"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Justinas","family":"Pelenis","sequence":"additional","affiliation":[{"name":"Fellow, Institute for Advanced Studies Vienna, Austria"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"2359","published-online":{"date-parts":[[2022]]},"reference":[{"key":"ecta200396-bib-0001","doi-asserted-by":"crossref","first-page":"127","DOI":"10.1080\/02331889708802605","volume":"30","author":"Aerts","year":"1997","journal-title":"Statistics"},{"key":"ecta200396-bib-0002","doi-asserted-by":"crossref","first-page":"413","DOI":"10.1093\/biomet\/63.3.413","volume":"63","author":"Aitchison","year":"1976","journal-title":"Biometrika"},{"key":"ecta200396-bib-0003","doi-asserted-by":"crossref","first-page":"669","DOI":"10.1080\/01621459.1993.10476321","volume":"88","author":"Albert","year":"1993","journal-title":"Journal of the American Statistical Association"},{"key":"ecta200396-bib-0004","doi-asserted-by":"crossref","first-page":"301","DOI":"10.1007\/s004400050210","volume":"113","author":"Barron","year":"1999","journal-title":"Probab. 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