This article uses several approaches to deal with the difficulty involved in evaluating the intractable integral when using Gibbs sampling to estimate the nonlinear mixed effects model (NLMM) based on the Dirichlet process (DP). For illustration, we applied these approaches to real data and...

The aim of this paper is to describe a Stata routine for the nonparametric estimation of mixed logit models using a Expectation-Maximisation algorithm. We also compare the performance of our estimator with respect to more typical parametric mixed logit models estimated by means of Simulated...

The aim of our paper is the development of an adequate estimation model for the loss given default, which incorporates the empirically observed bimodality and bounded nature of the distribution. Therefore we introduce an adjusted Expectation Maximization algorithm to estimate the parameters of a...

This paper introduces a mixture model based on the beta distribution, without preestablished means and variances, to analyze a large set of Beauty-Contest data obtained from diverse groups of experiments (Bosch-Dom`enech et al. 2002). This model gives a better fit of the experimental data, and...