Search Results - subject:"Mixture Models"

Discrete approximations of continuous and mixed measures on a compact interval

Punzo, Antonio; Zini, Alessandro - In: Statistical Papers 53 (2012) 3, pp. 563-575

Persistent link: https://www.econbiz.de/10010558268

Incentive and selection effects of Medigap insurance on inpatient care

Dardanoni, Valentino; Li Donni, Paolo - In: Journal of Health Economics 31 (2012) 3, pp. 457-470

The Medicare program, which provides insurance coverage to the elderly in the United States, does not protect them fully against high out-of-pocket costs. For this reason private supplementary insurance, named Medigap, has been available to cover Medicare gaps. This paper studies how Medigap...

Persistent link: https://www.econbiz.de/10010573760

Missing value imputation via copula and transformation methods, with applications to financial and economic data

Friedman, Craig; Huang, Jinggang; Zhang, Yangyong; Cao, … - In: International Journal of Data Analysis Techniques and … 4 (2012) 4, pp. 315-339

estimate via copula and mixture models. Our methods exploit known analytical results concerning conditional distributions for …

Persistent link: https://www.econbiz.de/10010669757

Simulating complex survival data

Crowther, Michael J.; Lambert, Paul C. - In: Stata Journal 12 (2012) 4, pp. 674-687

simulate survival times from two-component parametric mixture models, providing much more flexibility in the underlying hazard …

Persistent link: https://www.econbiz.de/10010630744

Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models

Langrock, Roland; MacDonald, Iain L.; Zucchini, Walter - In: Journal of empirical finance 19 (2012) 1, pp. 147-161

Persistent link: https://www.econbiz.de/10009615752

Gaussian mixture models-based control chart pattern recognition

Yu, Jianbo - In: International journal of production research 50 (2012) 23, pp. 6746-6762

Persistent link: https://www.econbiz.de/10009674408

Generalized Confirmatory Factor Mixture Modeling: A Tool for Assessing Factorial Invariance Across Unspecified Populations

Gagne, Phill - 2004

regarding convergence and parameter recovery in confirmatory factor mixture models. The present study uses a Monte Carlo … outcome measures, eight design characteristics of confirmatory factor mixture models were manipulated to investigate their … suited to guiding future methodological research into confirmatory factor mixture models. Such research might consider the …

Persistent link: https://www.econbiz.de/10009450953

Industry and Time Specific Deviations from Fundamental Values in a Random Coefficient Model

Becchetti, Leonardo; Rocci, Roberto; Trovato, Giovanni - Centro di Studi Internazionali Sull'Economia e la … - 2004

The paper analyzes the relationship between stock prices and fundamentals for a large sample of US stocks in the last ten years using a random coefficient model. Heterogeneity and omitted variable bias are properly taken into account with model coefficients being allowed to vary across time and...

Persistent link: https://www.econbiz.de/10005450618

Selfinformative Limits of Bayes Estimates and Generalized Maximum Likelihood

Bunke, Olaf; Johannes, Jan - 2003

property. Mixture models are covered. The result on carriers is extended to more general models without dominating measure …

Persistent link: https://www.econbiz.de/10010296441

An EM-based Semi-Parametric Mixture Model Approach to the Regression Analysis of Competing-Risks Data

Ng, S. K.; McLachlan, G. J. - 2003

We consider a mixture model approach to the regression analysis of competing-risks data. Attention is focused on inference concerning the effects of factors on both the probability of occurrence and the hazard rate conditional on each of the failure types. These two quantities are specified in...

Persistent link: https://www.econbiz.de/10009448031