Finite mixture and Markov switching models

The prominence of finite mixture modelling is greater than ever. Many important statistical topics like clustering data, outlier treatment, or dealing with unobserved heterogeneity involve finite mixture models in some way or other. The area of potential applications goes beyond simple data analysis...

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Hlavní autor: Frühwirth-Schnatter, Sylvia
Médium: Livre numérique
Jazyk:Anglais
Vydáno: New York, NY : Springer New York : Springer e-books [20..].
Cham : Springer Nature
Edice:Springer Series in Statistics
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Poznámka: Description d'après consultation du 25 mars 2011
Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
Autres localisations: Voir dans le Sudoc
Edition sous un autre format:• Finite mixture and Markov switching models, Sylvia Frühwirth-Schnatter, 2006, New York, Springer, 1 volume (xix-492 pages), Springer series in statistics, 0-387-32909-9
Obsah:
  • Finite Mixture Modeling Statistical Inference for a Finite Mixture Model with Known Number of Components Practical Bayesian Inference for a Finite Mixture Model with Known Number of Components Statistical Inference for Finite Mixture Models Under Model Specification Uncertainty Computational Tools for Bayesian Inference for Finite Mixtures Models Under Model Specification Uncertainty Finite Mixture Models with Normal Components Data Analysis Based on Finite Mixtures Finite Mixtures of Regression Models Finite Mixture Models with Nonnormal Components Finite Markov Mixture Modeling Statistical Inference for Markov Switching Models Nonlinear Time Series Analysis Based on Markov Switching Models Switching State Space Models