## Abstract In this paper, we consider Bayesian inference and estimation of finite time ruin probabilities for the Sparre Andersen risk model. The dense family of Coxian distributions is considered for the approximation of both the inter‐claim time and claim size distributions. We illustrate that t
Bayesian estimation of dynamic finite mixtures
✍ Scribed by I. Nagy; E. Suzdaleva; M. Kárný; T. Mlynářová
- Publisher
- John Wiley and Sons
- Year
- 2011
- Tongue
- English
- Weight
- 326 KB
- Volume
- 25
- Category
- Article
- ISSN
- 0890-6327
- DOI
- 10.1002/acs.1239
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
In this paper, we examine approaches to estimate a Bayesian mixture model at both single and multiple time points for a sample of actual and simulated aerosol particle size distribution (PSD) data. For estimation of a mixture model at a single time point, we use Reversible Jump Markov Chain Monte Ca
## Abstract Despite the abundance of existing hydrological models, there is no single model that has been identified as performing consistently over the range of possible catchment types and catchment conditions. An attractive alternative to selecting a single model is to combine the results from s
## Abstract Finite mixture models can provide the insights about behavioral patterns as a source of heterogeneity of the various dynamics of time course gene expression data by reducing the high dimensionality and making clear the major components of the underlying structure of the data in terms of
Iterative numerical methods are necessary t o find the maximum likelihood estimates for finite mixture distributions. This paper shows that it will often be possible to analytitally reduce the number of equations that must ultimately be solved numerically. Such a reduction in dimensionality has not