MARC details
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05368nam a22005175i 4500 |
| 001 - CONTROL NUMBER |
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978-0-387-35768-3 |
| 003 - CONTROL NUMBER IDENTIFIER |
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DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20250710083955.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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100301s2006 xxu| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780387357683 |
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99780387357683 |
| 024 7# - OTHER STANDARD IDENTIFIER |
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| Standard number or code |
10.1007/978-0-387-35768-3 |
| Source of number or code |
doi |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519.5 |
| Edition information |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Frühwirth-Schnatter, Sylvia. |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
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| Title |
Finite Mixture and Markov Switching Models |
| Medium |
[recurso electrónico] / |
| Statement of responsibility, etc. |
by Sylvia Frühwirth-Schnatter. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
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| Place of production, publication, distribution, manufacture |
New York, NY : |
| Name of producer, publisher, distributor, manufacturer |
Springer New York, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2006. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
XIX, 492 p. |
| Other physical details |
online resource. |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
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txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
recurso en línea |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
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| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 490 1# - SERIES STATEMENT |
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| Series statement |
Springer Series in Statistics, |
| International Standard Serial Number |
0172-7397 |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Finite Mixture Modeling -- Statistical Inference for a Finite Mixture Model with Known Number of Components -- Practical Bayesian Inference for a Finite Mixture Model with Known Number of Components -- Statistical Inference for Finite Mixture Models Under Model Specification Uncertainty -- Computational Tools for Bayesian Inference for Finite Mixtures Models Under Model Specification Uncertainty -- Finite Mixture Models with Normal Components -- Data Analysis Based on Finite Mixtures -- Finite Mixtures of Regression Models -- Finite Mixture Models with Nonnormal Components -- Finite Markov Mixture Modeling -- Statistical Inference for Markov Switching Models -- Nonlinear Time Series Analysis Based on Markov Switching Models -- Switching State Space Models. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
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 and extends to regression analysis and to non-linear time series analysis using Markov switching models. For more than the hundred years since Karl Pearson showed in 1894 how to estimate the five parameters of a mixture of two normal distributions using the method of moments, statistical inference for finite mixture models has been a challenge to everybody who deals with them. In the past ten years, very powerful computational tools emerged for dealing with these models which combine a Bayesian approach with recent Monte simulation techniques based on Markov chains. This book reviews these techniques and covers the most recent advances in the field, among them bridge sampling techniques and reversible jump Markov chain Monte Carlo methods. It is the first time that the Bayesian perspective of finite mixture modelling is systematically presented in book form. It is argued that the Bayesian approach provides much insight in this context and is easily implemented in practice. Although the main focus is on Bayesian inference, the author reviews several frequentist techniques, especially selecting the number of components of a finite mixture model, and discusses some of their shortcomings compared to the Bayesian approach. The aim of this book is to impart the finite mixture and Markov switching approach to statistical modelling to a wide-ranging community. This includes not only statisticians, but also biologists, economists, engineers, financial agents, market researcher, medical researchers or any other frequent user of statistical models. This book should help newcomers to the field to understand how finite mixture and Markov switching models are formulated, what structures they imply on the data, what they could be used for, and how they are estimated. Researchers familiar with the subject also will profit from reading this book. The presentation is rather informal without abandoning mathematical correctness. Previous notions of Bayesian inference and Monte Carlo simulation are useful but not needed. Sylvia Frühwirth-Schnatter is Professor of Applied Statistics and Econometrics at the Department of Applied Statistics of the Johannes Kepler University in Linz, Austria. She received her Ph.D. in mathematics from the University of Technology in Vienna in 1988. She has published in many leading journals in applied statistics and econometrics on topics such as Bayesian inference, finite mixture models, Markov switching models, state space models, and their application in marketing, economics and finance. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
STATISTICS. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
COMPUTER SCIENCE. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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BIOINFORMATICS. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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MATHEMATICAL STATISTICS. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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ECONOMETRICS. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
PSYCHOMETRICS. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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STATISTICS. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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STATISTICAL THEORY AND METHODS. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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ECONOMETRICS. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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PROBABILITY AND STATISTICS IN COMPUTER SCIENCE. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
BIOINFORMATICS. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
PSYCHOMETRICS. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
SIGNAL, IMAGE AND SPEECH PROCESSING. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
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| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
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| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
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| Relationship information |
Printed edition: |
| International Standard Book Number |
9780387329093 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
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| Uniform title |
Springer Series in Statistics, |
| International Standard Serial Number |
0172-7397 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
<a href="http://dx.doi.org/10.1007/978-0-387-35768-3">http://dx.doi.org/10.1007/978-0-387-35768-3</a> |
| Public note |
Ver el texto completo en las instalaciones del CICY |
| 912 ## - |
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ZDB-2-SMA |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Libros electrónicos |
