Generalized smooth finite mixtures

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

zbMATH Keywords

Markov chain Monte CarloGLMmixture of expertsBayesian inferencevariable selectionconditional distribution

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Bayesian inference (62F15)

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