Finite Mixture and Markov Switching Models

Sylvia Frühwirth-Schnatter (Autor)

Buch | Softcover

494 Seiten

2010 | Softcover reprint of hardcover 1st ed. 2006
Springer-Verlag New York Inc.
978-1-4419-2194-9 (ISBN)

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This book is the first to offer a systematic presentation of the Bayesian perspective of finite mixture modeling, showing how finite mixture and Markov switching models are formulated, what structures they imply on the data, their potential uses, and how they are estimated.

The past decade has seen powerful new computational tools for modeling which combine a Bayesian approach with recent Monte simulation techniques based on Markov chains. This book is the first to offer a systematic presentation of the Bayesian perspective of finite mixture modelling. The book is designed to show finite mixture and Markov switching models are formulated, what structures they imply on the data, their potential uses, and how they are estimated. Presenting its concepts informally without sacrificing mathematical correctness, it will serve a wide readership including statisticians as well as biologists, economists, engineers, financial and market researchers.

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.

Erscheint lt. Verlag	19.11.2010
Reihe/Serie	Springer Series in Statistics
Zusatzinfo	XIX, 494 p.
Verlagsort	New York, NY
Sprache	englisch
Maße	152 x 229 mm
Themenwelt	Geisteswissenschaften ► Psychologie ► Test in der Psychologie
	Mathematik / Informatik ► Informatik ► Theorie / Studium
	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
	Naturwissenschaften ► Biologie ► Genetik / Molekularbiologie
	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
ISBN-10	1-4419-2194-X / 144192194X
ISBN-13	978-1-4419-2194-9 / 9781441921949
Zustand	Neuware