Asymptotic inference for mixture models by using data-dependent priors
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Bibliographic InfoArticle provided by Royal Statistical Society in its journal Journal of the Royal Statistical Society: Series B (Methodological).
Volume (Year): 62 (2000)
Issue (Month): 1 ()
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- Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2012.
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- Manuel Arellano & Stéphane Bonhomme, 2007.
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- Lo, Yungtai, 2005. "Likelihood ratio tests of the number of components in a normal mixture with unequal variances," Statistics & Probability Letters, Elsevier, vol. 71(3), pages 225-235, March.
- Chopin, Nicolas & Pelgrin, Florian, 2004. "Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation," Journal of Econometrics, Elsevier, vol. 123(2), pages 327-344, December.
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