A QUASI-BAYESIAN APPROACH TO ESTIMATING PARAMETERS FOR MIXTURES OF NORMAL-DISTRIBUTIONS

被引：67

作者：

HAMILTON, JD

机构：

来源：

JOURNAL OF BUSINESS & ECONOMIC STATISTICS | 1991年 / 9卷 / 01期

关键词：

CLUSTER ANALYSIS; DISCRIMINANT ANALYSIS; MARKOV-SWITCHING PROCESS; PATTERN RECOGNITION; REGIME CHANGE; SWITCHING REGRESSION;

D O I：

10.2307/1391937

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：27 / 39

页数：13

共 28 条

[1] A MAXIMIZATION TECHNIQUE OCCURRING IN STATISTICAL ANALYSIS OF PROBABILISTIC FUNCTIONS OF MARKOV CHAINS [J].

BAUM, LE ;

PETRIE, T ;

SOULES, G ;

WEISS, N .

ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (01) :164-&

[2] SERIAL-CORRELATION IN LATENT DISCRETE VARIABLE MODELS [J].

COSSLETT, SR ;

LEE, LF .

JOURNAL OF ECONOMETRICS, 1985, 27 (01) :79-97

[3]

DAY NE, 1969, BIOMETRIKA, V56, P463, DOI 10.1093/biomet/56.3.463

[4]

DeGroot, 1970, OPTIMAL STAT DECISIO, V82

[5] MAXIMUM LIKELIHOOD FROM INCOMPLETE DATA VIA EM ALGORITHM [J].

DEMPSTER, AP ;

LAIRD, NM ;

RUBIN, DB .

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1977, 39 (01) :1-38

[6]

DUMAS B, 1989, UNPUB PRICING PHYSIC

[7]

ENGEL C, 1990, AM ECON REV, V80, P689

[8]

Everitt B, 1981, FINITE MIXTURE DISTR

[9]

FELDSTEIN M, 1988, ECONOMIST, V309, P21

[10]

Goldfeld Stephen M, 1975, J ECONOMETRICS, V3, P325

← 1 2 3 →