BAYESIAN ANALYSIS OF FINITE MIXTURES OF WEIBULL DISTRIBUTIONS

DOI10.1081/STA-120002433zbMath0991.62015OpenAlexW2155688156MaRDI QIDQ4540703

Efthymios G. Tsionas

Publication date: 28 July 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-120002433

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15)

Related Items (8)

A new approach for Weibull modeling for reliability life data analysis ⋮ A simulation based approach to the parameter estimation for the three-parameter gamma distribution. ⋮ Using Weibull Mixture Distributions to Model Heterogeneous Survival Data ⋮ Reliability properties of generalized mixtures of Weibull distributions with a common shape parameter ⋮ Constraints for generalized mixtures of Weibull distributions with a common shape parameter ⋮ Generalized mixtures of Weibull components ⋮ Implementing particle swarm optimization algorithm to estimate the mixture of two Weibull parameters with censored data ⋮ Assessment of mortgage default risk via Bayesian reliability models

Cites Work

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• Bayesian estimation of the parameters and reliability function of a mixture of Weibull life distributions
• Markov chains for exploring posterior distributions. (With discussion)
• Marginal Likelihood from the Gibbs Output
• Sampling-Based Approaches to Calculating Marginal Densities
• The Calculation of Posterior Distributions by Data Augmentation
• Modeling asset returns with alternative stable distributions^*
• Posterior analysis, prediction and reliability in three-parameter weibull distributions

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