On the Bayesian analysis of species sampling mixture models for density estimation [PDF]
, 2006 The mixture of normals model has been extensively applied to density estimation problems. This paper proposes an alternative parameterisation that naturally leads to new forms of prior distribution.
Griffin, Jim E.
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Asymptotic behaviour of the posterior distribution in overfitted mixture models. [PDF]
In this paper we study the asymptotic behaviour of the posterior distribution in a mixture model when the number of components in the mixture is larger than the true number of components, a situation commonly referred to as overfitted mixture.
Rousseau, Judith, Mengersen, Kerrie
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Assessing the Number of Components in Mixture Models: a Review. [PDF]
Despite the widespread application of finite mixture models, the decision of how many classes are required to adequately represent the data is, according to many authors, an important, but unsolved issue.
Ana Oliveira-Brochado +1 more
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Using weibull mixture distributions to model heterogeneous survival data [PDF]
, 2003 In this article we use Bayesian methods to fit a Weibull mixture model with an unknown number of components to possibly right censored survival data. This is done using the recently developed, birth-death MCMC algorithm.
Marín Díazaraque, Juan Miguel +5 more
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On mixture failure rate ordering [PDF]
Mixtures of increasing failure rate distributions (IFR) can decrease at least in some intervals of time. Usually this property can be observed asymptotically as time tends to infinity.
Maxim S. Finkelstein, Veronica Esaulova
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A New Direction of Fund Rating Based on the Finite Normal Mixture Model [PDF]
In this paper we try to develop a theoretical framework for fund rating under the assumption that superior funds could have a higher expected return than that of inferior funds, which could arise from the segmented market information or the ...
Shahidur Rahman, Zhangpeng Gao
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ESTIMATION AND ASYMPTOTIC THEORY FOR A NEW CLASS OF MIXTURE MODELS [PDF]
In this paper a new model of mixture of distributions is proposed, where the mixing structure is determined by a smooth transition tree architecture.
Eduardo Mendes +2 more
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Maximum Likelihood Estimation of the Multivariate Normal Mixture Model [PDF]
The Hessian of the multivariate normal mixture model is derived, and estimators of the information matrix are obtained, thus enabling consistent estimation of all parameters and their precisions.
Magnus, Jan R., Boldea, Otilia
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Evidence of estrogenic mixture effects on the reproductive performance of fish [PDF]
, 2007 The official published version can be obtained from the link below - Copyright @ 2007 American Chemical SocietyRecent research into the effects of mixtures of estrogenic chemicals has revealed the capacity for similarly acting chemicals to act in ...
Pojana, G +9 more
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Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models [PDF]
This paper uses asymmetric heteroskedastic normal mixture models to fit return data and to price options. The models can be estimated straightforwardly by maximum likelihood, have high statistical fit when used on S&P 500 index return data, and allow for
Lars Peter Stentoft, Jeroen Rombouts
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