Local mixture models of exponential families

Karim Anaya-Izquierdo; Paul Marriott; (2007) Local mixture models of exponential families. Bernoulli, 13 (3). pp. 623-640. ISSN 1350-7265 DOI: 10.3150/07-bej6170
Copy

Exponential families are the workhorses of parametric modelling theory. One reason for their popularity is their associated inference theory, which is very clean, both from a theoretical and a computational point of view. One way in which this set of tools can be enriched in a natural and interpretable way is through mixing. This paper develops and applies the idea of local mixture modelling to exponential families. It shows that the highly interpretable and flexible models which result have enough structure to retain the attractive inferential properties of exponential families. In particular, results on identification, parameter orthogonality and log-concavity of the likelihood are proved.

Full text not available from this repository.

Atom BibTeX OpenURL ContextObject in Span Multiline CSV OpenURL ContextObject Dublin Core Dublin Core MPEG-21 DIDL EndNote HTML Citation JSON MARC (ASCII) MARC (ISO 2709) METS MODS RDF+N3 RDF+N-Triples RDF+XML RIOXX2 XML Reference Manager Refer Simple Metadata ASCII Citation EP3 XML
Export

Downloads