Analysing plant closure effects using time-varying mixture-of-experts Markov chain clustering

DOI10.1214/17-AOAS1132MaRDI QIDQ1621035zbMATH OpenWikidataFDO

Authors Sylvia Frühwirth-Schnatter, Stefan Pittner, Andrea Weber, Rudolf Winter-Ebmer

Publication date 15 November 2018

Published in The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.aoas/1536652975

zbMATH Keywords

clusteringinhomogeneous Markov chainsMarkov chain Monte Carlomultinomial logitpanel datatransition data

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Markov processes: hypothesis testing (62M02) Applications of statistics to social sciences (62P25)

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Cited in

(4)

• Markov models for duration-dependent transitions: selecting the states using duration values or duration intervals?
• Keeping the balance -- bridge sampling for marginal likelihood estimation in finite mixture, mixture of experts and Markov mixture models
• Classification based on multivariate mixed type longitudinal data with an application to the EU-SILC database
• Finite mixture model of hidden Markov regression with covariate dependence

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