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  • Search: subject:"Mixture"
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Year of publication
Subject
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Theorie 435 Theory 409 Statistische Verteilung 197 Statistical distribution 185 Bayesian inference 162 mixture models 152 Bayes-Statistik 141 Schätzung 134 Mixture models 124 Estimation 123 Schätztheorie 121 Estimation theory 118 Volatility 96 finite mixture models 96 ARCH-Modell 92 Prognoseverfahren 92 Volatilität 92 EM algorithm 88 Forecasting model 87 ARCH model 85 Markov-Kette 78 Markov chain 75 mixture model 73 finite mixture model 72 Mixture model 70 Nichtparametrisches Verfahren 70 Nonparametric statistics 65 Regression analysis 65 Regressionsanalyse 65 Algorithmus 63 Algorithm 59 Monte Carlo simulation 59 Risikomaß 59 Börsenkurs 56 Zeitreihenanalyse 56 Kapitaleinkommen 55 Risk measure 55 Share price 55 Finite mixture models 53 Portfolio-Management 53
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Online availability
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Undetermined 1,058 Free 956 CC license 54
Type of publication
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Article 1,363 Book / Working Paper 840 Other 22
Type of publication (narrower categories)
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Article in journal 644 Aufsatz in Zeitschrift 644 Working Paper 378 Graue Literatur 225 Non-commercial literature 225 Arbeitspapier 218 Article 43 Thesis 24 research-article 21 Aufsatz im Buch 13 Book section 13 Conference paper 12 Hochschulschrift 12 Konferenzbeitrag 12 Conference Paper 4 Dissertation u.a. Prüfungsschriften 2 Research Report 2 Aufsatzsammlung 1 Preprint 1 review-article 1
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Language
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English 1,293 Undetermined 904 German 13 Czech 4 Spanish 4 French 2 Italian 2 Portuguese 2 Hungarian 1
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Author
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Hoogerheide, Lennart 49 Dijk, Herman K. van 36 Ardia, David 20 Bruhin, Adrian 20 Neuenkirch, Matthias 20 Conte, Anna 16 Zeileis, Achim 16 Koopman, Siem Jan 15 van Dijk, Herman K. 15 Battisti, Michele 14 Sarstedt, Marko 14 Chang, Chia-Lin 13 McAleer, Michael 13 Trovato, Giovanni 12 Abbring, Jaap H. 11 Cross, Jamie 11 Jochmans, Koen 11 Paolella, Marc S. 11 Villani, Mattias 11 Zelli, Roberto 11 Iriberri, Nagore 10 Konte, Maty 10 Liesenfeld, Roman 10 Lucas, André 10 Opschoor, Anne 10 Pittau, Maria Grazia 10 Basturk, Nalan 9 Burgard, Jan Pablo 9 Fehr, Ernst 9 Geweke, John 9 Hoogerheide, Lennart F. 9 Labonne, Paul 9 Rios-Avila, Fernando 9 Schunk, Daniel 9 Vollmer, Sebastian 9 Walker, Stephen G. 9 Farcomeni, Alessio 8 Fok, Dennis 8 Frühwirth-Schnatter, Sylvia 8 Günther, Isabel 8
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 28 Tinbergen Instituut 16 HAL 11 Tinbergen Institute 10 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 9 Université Paris-Dauphine (Paris IX) 9 EconWPA 8 School of Economics and Management, University of Aarhus 8 Henley Business School, University of Reading 7 Rimini Centre for Economic Analysis (RCEA) 7 University of Toronto, Department of Economics 7 C.E.P.R. Discussion Papers 6 Department of Economics and Related Studies, University of York 6 Sveriges Riksbank 6 CESifo 5 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 5 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 5 Departamento de Estadistica, Universidad Carlos III de Madrid 5 Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 5 School of Economics, UNSW Business School 5 Wirtschaftswissenschaftliche Fakultät, Friedrich-Schiller-Universität Jena 5 Center for Financial Studies 4 Department of Econometrics and Business Statistics, Monash Business School 4 Department of Economics, Oxford University 4 Econometric Society 4 European Central Bank 4 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 4 International Centre for Economic Research (ICER) 4 Society for Computational Economics - SCE 4 Tilburg University, Center for Economic Research 4 Barcelona Graduate School of Economics (Barcelona GSE) 3 Berkeley Electronic Press 3 Department of Economics and Business, Universitat Pompeu Fabra 3 Department of Economics, European University Institute 3 Department of Economics, Sciences économiques 3 Dipartimento di Economia e Finanza (DEF), Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS) 3 Dipartimento di Economia, Università degli Studi di Roma 3 3 Economics Department, Queen's University 3 Economics Group, Nuffield College, University of Oxford 3 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 3
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Published in...
All
Computational Statistics & Data Analysis 49 Physica A: Statistical Mechanics and its Applications 37 Annals of the Institute of Statistical Mathematics 33 Statistics & Probability Letters 30 Psychometrika 27 Discussion paper / Tinbergen Institute 26 MPRA Paper 26 Tinbergen Institute Discussion Paper 26 Tinbergen Institute Discussion Papers 26 Energy 25 Journal of econometrics 24 Statistical Papers / Springer 24 Journal of Applied Statistics 22 Working Paper 21 Advances in Data Analysis and Classification 19 IZA Discussion Papers 18 Journal of Classification 18 Journal of Multivariate Analysis 18 Insurance 17 Computational Statistics 15 Discussion paper series 15 European journal of operational research : EJOR 14 Metrika 13 Statistical Applications in Genetics and Molecular Biology 13 CESifo Working Paper 12 Risks : open access journal 12 Applied Energy 11 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 11 Working papers 11 AStA Advances in Statistical Analysis 10 Economic modelling 10 Economics letters 10 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 10 Applied economics letters 9 CESifo working papers 9 CORE Discussion Papers 9 Econometric reviews 9 Economics Papers from University Paris Dauphine 9 Jena Economic Research Papers 9 Journal of Econometrics 9
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Source
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RePEc 1,034 ECONIS (ZBW) 896 EconStor 210 BASE 52 Other ZBW resources 30 USB Cologne (EcoSocSci) 3
Showing 1 - 10 of 2,225
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Model averaging and grid maps for modeling heavy-tailed insurance data
Mothibe, Lira B.; Shongwe, Sandile C. - In: Risks : open access journal 14 (2026) 1, pp. 1-30
are fitted: (i) 16 standard single distributions, (ii) 256 composite distributions, and (iii) 256 mixture distributions …; wherein, for the composite and mixture distributions, we focus on the top 20 leading models in terms of the information … capital reserves. Grid maps and model averaging confirm that mixture and composite models better capture the heavy …
Persistent link: https://www.econbiz.de/10015611274
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Family stress and the intergenerational correlation in self-control
Cobb-Clark, Deborah A.; Tayeb, Haniene - In: European economic review : EER 182 (2026), pp. 1-21
Persistent link: https://www.econbiz.de/10015583657
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Symmetric expected utility
Preker, Jurek - 2026
We investigate and axiomatize preferences that display indifference between deterministic states, but exhibit strict orderings over lotteries over these states. Such preferences might be due to the ability to adopt to states, or a (dis)taste for uncertainty. We derive a representation theorem...
Persistent link: https://www.econbiz.de/10015588344
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A finite-horizon mixture cure model with application to online flea market data
Komiyama, Yuji; Matsuda, Yasumasa; Ishihara, Masakazu - 2026
Persistent link: https://www.econbiz.de/10015640269
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Crisis-regime dynamic volatility spillovers in U.S. commodity markets : a Bayesian mixture-identified SVAR approach
Deng, Xinyan; Aruga, Kentaka; Tang, Chaofeng - In: Risks : open access journal 14 (2026) 4, pp. 1-32
Structural Vector Autoregressive Mixture Normal (BSVAR-MIX) model that embeds finite normal mixtures within a mixture …
Persistent link: https://www.econbiz.de/10015639153
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Bayesian inference for the loss models via mixture priors
Deng, Min; Aminzadeh, Mostafa S. - In: Risks : open access journal 11 (2023) 9, pp. 1-27
consider a mixture of prior distributions for exponential-Pareto and inverse-gamma-Pareto composite models. The general … posterior distribution is a mixture of individual posterior distributions. Analytic results and Bayesian inference based on the … proposed mixture prior distribution approach are provided. Simulation studies reveal that the Bayes estimator with a mixture …
Persistent link: https://www.econbiz.de/10014375110
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Position uncertainty in a prisoner's dilemma game : an experiment
Anwar, Chowdhury Mohammad Sakib; Georgalos, Konstantinos; … - 2025
Gallice and Monzón (2019) present a natural environment that sustains full cooperation in one-shot social dilemmas among a finite number of self-interested agents. They demonstrate that in a sequential public goods game, where agents lack knowledge of their position in the sequence but can...
Persistent link: https://www.econbiz.de/10015375388
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Wine ratings and commercial reality
De Nicolò, Gianni - In: Journal of wine economics 20 (2025) 1, pp. 1-25
Is the quality of a 91-point wine significantly different from that of an 89-point wine? Which wines are underpriced relative to their evaluation of quality? This paper addresses these questions by constructing a novel wine rating system based on scores assigned by a panel of wine experts to a...
Persistent link: https://www.econbiz.de/10015332666
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Modeling the inter-arrival time between severe storms in the United States using finite mixtures
Vinnik, Ilana; Miljkovic, Tatjana - In: Risks : open access journal 13 (2025) 2, pp. 1-24
recurrence patterns using a finite mixture of log-normal distributions. This approach effectively captures both frequent, closely …
Persistent link: https://www.econbiz.de/10015333643
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The pricing kernel under proportional ambiguity
Spengemann, Marco - 2025
The pricing kernel is an important tool for understanding asset prices, expected returns, and investor preferences. However, empirical findings often reveal deviations from theoretical predictions, leading to the so-called "pricing kernel puzzle". This article explores the pricing kernel under...
Persistent link: https://www.econbiz.de/10015192948
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