Finite Mixture and Markov Switching Models

• Main Author: Frühwirth-Schnatter, Sylvia (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2006.
• Series: Springer Series in Statistics,
• Subjects: Mathematics.; Mathematical statistics.; Bioinformatics.; Probabilities.; Statistics.; Econometrics.; Psychometrics.; Probability Theory and Stochastic Processes.; Statistical Theory and Methods.; Probability and Statistics in Computer Science.

The prominence of finite mixture modelling is greater than ever. Many important statistical topics like clustering data, outlier treatment, or dealing with unobserved heterogeneity involve finite mixture models in some way or other. The area of potential applications goes beyond simple data analysis...