منابع مشابه
Exact Fit of Simple Finite Mixture Models
How to forecast next year’s portfolio-wide credit default rate based on last year’s default observations and the current score distribution? A classical approach to this problem consists of fitting a mixture of the conditional score distributions observed last year to the current score distribution. This is a special (simple) case of a finite mixture model where the mixture components are fixed...
متن کاملGeodesic Finite Mixture Models
The use of Riemannian manifolds and their statistics has recently gained popularity in a wide range of applications involving non-linear data modeling. For instance, they have been used to model shape changes in the brain [1] and human motion [3]. In this work we tackle the problem of approximating the Probability Density Function (PDF) of a potentially large dataset that lies on a known Rieman...
متن کاملStrategies to fit pattern-mixture models.
Whereas most models for incomplete longitudinal data are formulated within the selection model framework, pattern-mixture models have gained considerable interest in recent years (Little, 1993, 1994). In this paper, we outline several strategies to fit pattern-mixture models, including the so-called identifying restrictions strategy. Multiple imputation is used to apply this strategy to realist...
متن کاملHierarchical Bayes Versus Finite Mixture Conjoint Analysis Models: A Comparison of Fit, Prediction, and Partworth Recovery
Vol. XXXIX (February 2002), 87–98 87 *Rick L. Andrews is an associate professor, Department of Business Administration, University of Delaware (e-mail: [email protected]). Asim Ansari is an associate professor, Department of Marketing, Graduate School of Business, Columbia University (e-mail: [email protected]). Imran S. Currim is Corporate Partners Research Scholar and Professor, Graduate Sch...
متن کاملSmooth Tests of Fit for Finite Mixture Distributions
Mixture distributions have become a very flexible and common class of distributions, used in many different applications, but hardly any literure can be found on tests for assessing their goodnes of fit. We propose two types of smooth tests of goodness of fit for mixture distributions. The first test is a genuine smooth test, and the second test makes explicitly use of the mixture structure. In...
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ژورنال
عنوان ژورنال: Journal of Risk and Financial Management
سال: 2014
ISSN: 1911-8074
DOI: 10.3390/jrfm7040150