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Hierchical mixture modeling with Normalized Inverse-Gaussian priors

Lijoi, Antonio; Mena, Ramsés H.; Prünster, Igor - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1278-1291

Persistent link: https://www.econbiz.de/10003241945

On the inferential implications of decreasing weight structures in mixture models

De Blasi, Pierpaolo; Martínez, Asael Fabian; Mena, … - 2020

Persistent link: https://www.econbiz.de/10012297514

Poisson-driven stationary Markov models

Anzarut, Michelle; Mena, Ramsés H.; Nava, Consuelo Rubina - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 684-694

Persistent link: https://www.econbiz.de/10012249233

On consistency of nonparametric normal mixtures for Bayesian density estimation

Lijoi, Antonio; Prünster, Igor; Walker, Stephen G. - In: Journal of the American Statistical Association : JASA 100 (2005) 472, pp. 1292-1296

Persistent link: https://www.econbiz.de/10003241969

Bayesian mode regression using mixtures of triangular densities

Ho, Chi-san; Damien, Paul; Walker, Stephen G. - In: Journal of econometrics 197 (2017) 2, pp. 273-283

Persistent link: https://www.econbiz.de/10011818359

Sampling the Dirichlet Mixture Model with Slices

Walker, Stephen G. - 2006

We provide a new approach to the sampling of the well known mixture of Dirichlet process model. Recent attention has focused on retention of the random distribution function in the model, but sampling algorithms have then suffered from the countably infinite representation these distributions...

Persistent link: https://www.econbiz.de/10012732584

Bayesian estimation of electricity price risk with a multi-factor mixture of densities

Kang, Li; Walker, Stephen G.; Damien, Paul; Bunn, Derek W. - In: Quantitative finance 22 (2022) 8, pp. 1535-1544

Persistent link: https://www.econbiz.de/10013367927