Extent:
Online-Ressource (219 p)
Series:
Type of publication: Book / Working Paper
Language: English
Notes:
Description based upon print version of record
Cover; Title; Copyright; Contents; Preface; 1 Mixtures of Normals; 1.1 Finite Mixture of Normals Likelihood Function; 1.2 Maximum Likelihood Estimation; 1.3 Bayesian Inference for the Mixture of Normals Model; 1.4 Priors and the Bayesian Model; 1.5 Unconstrained Gibbs Sampler; 1.6 Label-Switching; 1.7 Examples; 1.8 Clustering Observations; 1.9 Marginalized Samplers; 2 Dirichlet Process Prior and Density Estimation; 2.1 Dirichlet Processes-A Construction; 2.2 Finite and Infinite Mixture Models; 2.3 Stick-Breaking Representation; 2.4 Polya Urn Representation and Associated Gibbs Sampler
2.5 Priors on DP Parameters and Hyper-parameters2.6 Gibbs Sampler for DP Models and Density Estimation; 2.7 Scaling the Data; 2.8 Density Estimation Examples; 3 Non-parametric Regression; 3.1 Joint vs. Conditional Density Approaches; 3.2 Implementing the Joint Approach with Mixtures of Normals; 3.3 Examples of Non-parametric Regression Using Joint Approach; 3.4 Discrete Dependent Variables; 3.5 An Example of Expenditure Function Estimation; 4 Semi-parametric Approaches; 4.1 Semi-parametric Regression with DP Priors; 4.2 Semi-parametric IV Models; 5 Random Coefficient Models; 5.1 Introduction
5.2 Semi-parametric Random Coefficient Logit Models5.3 An Empirical Example of a Semi-parametric Random Coefficient Logit Model; 6 Conclusions and Directions for Future Research; 6.1 When Are Non-parametric and Semi-parametric Methods Most Useful?; 6.2 Semi-parametric or Non-parametric Methods?; 6.3 Extensions; Bibliography; Index
In English
ISBN: 978-1-4008-5030-3 ; 978-0-691-14532-7 ; 978-0-691-14532-7
Other identifiers:
10.1515/9781400850303 [DOI]
Source:
ECONIS - Online Catalogue of the ZBW
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014481724