Advanced Search
MyIDEAS: Login

Assessing the Number of Components in Mixture Models: a Review

Contents:

Author Info

  • Ana Oliveira-Brochado

    ()
    (Faculdade de Economia, Universidade do Porto)

  • Francisco Vitorino Martins

    ()
    (Faculdade de Economia, Universidade do Porto)

Registered author(s):

    Abstract

    Despite the widespread application of finite mixture models, the decision of how many classes are required to adequately represent the data is, according to many authors, an important, but unsolved issue. This work aims to review, describe and organize the available approaches designed to help the selection of the adequate number of mixture components (including Monte Carlo test procedures, information criteria and classification-based criteria); we also provide some published simulation results about their relative performance, with the purpose of identifying the scenarios where each criterion is more effective (adequate).

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.fep.up.pt/investigacao/workingpapers/05.11.03_WP194_brochadovitorino.pdf
    Download Restriction: no

    Bibliographic Info

    Paper provided by Universidade do Porto, Faculdade de Economia do Porto in its series FEP Working Papers with number 194.

    as in new window
    Length: 31 pages
    Date of creation: Nov 2005
    Date of revision:
    Handle: RePEc:por:fepwps:194

    Contact details of provider:
    Postal: Rua Dr. Roberto Frias, 4200 PORTO
    Phone: 351-22-5571100
    Fax: 351-22-5505050
    Email:
    Web page: http://www.fep.up.pt/
    More information through EDIRC

    Related research

    Keywords: Finite mixture; number of mixture components; information criteria; simulation studies.;

    Find related papers by JEL classification:

    This paper has been announced in the following NEP Reports:

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Blog mentions

    As found by EconAcademics.org, the blog aggregator for Economics research:
    1. ANVUR e CUN: l’amore ai tempi della mediana?
      by Giuseppe De Nicolao in ROARS - Return on Academic Research on 2012-06-28 08:48:46
    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as in new window

    Cited by:
    1. Ana Oliveira-Brochado & F. Vitorino Martins, 2006. "Examining the segment retention problem for the “Group Satellite” case," FEP Working Papers 220, Universidade do Porto, Faculdade de Economia do Porto.

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:por:fepwps:194. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ().

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.