Finite Mixture and Markov Switching Models (Springer Series in Statistics)

Frhwirth-Schnatter, Sylvia

ISBN 10: 0387329099 / ISBN 13: 9780387329093

Editore: Springer, 2006

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Titolo: Finite Mixture and Markov Switching Models (...

Casa editrice: Springer

Data di pubblicazione: 2006

Legatura: hardcover

Condizione: Good

Descrizione articolo

Riassunto:

The past decade has seen powerful new computational tools for modeling which combine a Bayesian approach with recent Monte simulation techniques based on Markov chains. This book is the first to offer a systematic presentation of the Bayesian perspective of finite mixture modelling. The book is designed to show finite mixture and Markov switching models are formulated, what structures they imply on the data, their potential uses, and how they are estimated. Presenting its concepts informally without sacrificing mathematical correctness, it will serve a wide readership including statisticians as well as biologists, economists, engineers, financial and market researchers.

Recensione:

"Readership: Statisticians, biologists, economists, engineers, financial agents, market researchers, medical researchers or any other frequent user of statistical models. The first nine chapters of the book are concerned with static mixture models, and the last four with Markov switching models. ... especially valuable for students, serving to demonstrate how different statistical techniques, which superficially appear to be unrelated, are in fact part of an integrated whole. This book struck me as being particularly clearly written it is a pleasure to read." --David J. Hand, International Statistical Review, Vol. 75 (2), 2007