Panel data analysis: a survey on model-based clustering of time series

DOI10.1007/S11634-011-0100-0zbMath1274.62591OpenAlexW1974661182MaRDI QIDQ1761308

Sylvia Frühwirth-Schnatter

Publication date: 15 November 2012

Published in: Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11634-011-0100-0

zbMATH Keywords

regularizationlongitudinal datamodel selectionMarkov chain Monte Carloskewed distributionspanel datadiscrete-valued time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Clustering in the social and behavioral sciences (91C20) Pattern recognition, speech recognition (68T10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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Uses Software

• bayesm
• funHDDC

Cites Work

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