Please use this identifier to cite or link to this item:
https://doi.org/10.1016/j.jeconom.2012.06.012
DC Field | Value | |
---|---|---|
dc.title | Generalized smooth finite mixtures | |
dc.contributor.author | Villani, M. | |
dc.contributor.author | Kohn, R. | |
dc.contributor.author | Nott, D.J. | |
dc.date.accessioned | 2014-10-28T05:16:36Z | |
dc.date.available | 2014-10-28T05:16:36Z | |
dc.date.issued | 2012-12 | |
dc.identifier.citation | Villani, M., Kohn, R., Nott, D.J. (2012-12). Generalized smooth finite mixtures. Journal of Econometrics 171 (2) : 121-133. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jeconom.2012.06.012 | |
dc.identifier.issn | 03044076 | |
dc.identifier.uri | http://scholarbank.nus.edu.sg/handle/10635/105471 | |
dc.description.abstract | We propose a general class of models and a unified Bayesian inference methodology for flexibly estimating the density of a response variable conditional on a possibly high-dimensional set of covariates. Our model is a finite mixture of component models with covariate-dependent mixing weights. The component densities can belong to any parametric family, with each model parameter being a deterministic function of covariates through a link function. Our MCMC methodology allows for Bayesian variable selection among the covariates in the mixture components and in the mixing weights. The model's parameterization and variable selection prior are chosen to prevent overfitting. We use simulated and real data sets to illustrate the methodology. © 2012 Elsevier B.V. All rights reserved. | |
dc.description.uri | http://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1016/j.jeconom.2012.06.012 | |
dc.source | Scopus | |
dc.subject | Bayesian inference | |
dc.subject | Conditional distribution | |
dc.subject | GLM | |
dc.subject | Markov chain Monte Carlo | |
dc.subject | Mixture of experts | |
dc.subject | Variable selection | |
dc.type | Conference Paper | |
dc.contributor.department | STATISTICS & APPLIED PROBABILITY | |
dc.description.doi | 10.1016/j.jeconom.2012.06.012 | |
dc.description.sourcetitle | Journal of Econometrics | |
dc.description.volume | 171 | |
dc.description.issue | 2 | |
dc.description.page | 121-133 | |
dc.description.coden | JECMB | |
dc.identifier.isiut | 000311470500003 | |
Appears in Collections: | Staff Publications |
Show simple item record
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.