Testing for two components in a switching regression model
From MaRDI portal
Publication:2445609
DOI10.1016/j.csda.2010.01.009zbMath1284.62455OpenAlexW1997869642MaRDI QIDQ2445609
Publication date: 14 April 2014
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2010.01.009
switching regressionhypothesis testinglogistic regressionPoisson regressiondecayedMarkov regimemissing and filled teeth index
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Identifiability of finite mixtures of multinomial logit models with varying and fixed effects
- Medical applications of finite mixture models
- Score tests for zero-inflated generalized Poisson mixed regression models
- Editorial: Advances in mixture models
- Identifiability of models for clusterwise linear regression
- Finite mixture and Markov switching models.
- Identifiability of finite mixtures of logistic regression models
- A Modified Likelihood Ratio Test for Homogeneity in Finite Mixture Models
- Testing homogeneity in a mixture of von mises distributions with a structural parameter
- Testing for two states in a hidden Markov model
- Variable Selection in Finite Mixture of Regression Models
- Estimating Mixtures of Normal Distributions and Switching Regressions
- Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model
- A Latent Variable Model of Segregation Analysis for Ordinal Traits
- Finite mixture models
- Hypothesis Testing in Mixture Regression Models
- Testing for a Finite Mixture Model with Two Components
- Markov Poisson regression models for discrete time series. Part 1: Methodology
- Order Selection in Finite Mixture Models With a Nonsmooth Penalty
- Extending the Akaike Information Criterion to Mixture Regression Models
This page was built for publication: Testing for two components in a switching regression model