Heteroscedastic normal-exponential mixture models: Bayesian and classical approaches

DOI10.1016/j.amc.2011.09.005zbMath1466.62267OpenAlexW1977348802MaRDI QIDQ426400

Edilberto Cepeda-Cuervo, Liliana Garrido Lopera, Jorge Alberto Achcar

Publication date: 11 June 2012

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2011.09.005

zbMATH Keywords

EM algorithmmixture modelsBayesian methodsvariance heterogeneityFisher scoring algorithmclassical approachMCMC simulation

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items (1)

Bayesian analysis for heteroscedastic normal-Pareto mixture model with application

Uses Software

• GLIM
• flexmix

Cites Work

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