Finite Mixture and Markov Switching Models (Springer Series in Statistics)
Sylvia Fruhwirth-Schnatter
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Description for Finite Mixture and Markov Switching Models (Springer Series in Statistics)
Hardcover. This book is the first to offer a systematic presentation of the Bayesian perspective of finite mixture modeling, showing how finite mixture and Markov switching models are formulated, what structures they imply on the data, their potential uses, and how they are estimated. Series: Springer Series in Statistics. Num Pages: 513 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 167 x 242 x 34. Weight in Grams: 924.
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.
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.
Product Details
Publisher
Springer
Format
Hardback
Publication date
2006
Series
Springer Series in Statistics
Condition
New
Number of Pages
494
Place of Publication
New York, NY, United States
ISBN
9780387329093
SKU
V9780387329093
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Finite Mixture and Markov Switching Models (Springer Series in Statistics)
From the reviews: At first glance, the numerous equations and formulas may seem to be daunting for psychologists with limited statistical background; however, the descriptions and explanations of the various models are actually quite reader friendly (more so than many advanced statistical textbooks). The author has done an excellent job of inviting newcomers to ... Read more