Generalized smooth finite mixtures
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Publication:528085
DOI10.1016/j.jeconom.2012.06.012zbMath1443.62085OpenAlexW1972144663MaRDI QIDQ528085
Robert Kohn, David J. Nott, Mattias Villani
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612001595
Markov chain Monte CarloGLMmixture of expertsBayesian inferencevariable selectionconditional distribution
Applications of statistics to economics (62P20) Density estimation (62G07) Bayesian inference (62F15)
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