Mathematics – Statistics Theory
Scientific paper
2007-09-04
Bernoulli 2007, Vol. 13, No. 3, 623-640
Mathematics
Statistics Theory
Published at http://dx.doi.org/10.3150/07-BEJ6170 in the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statist
Scientific paper
10.3150/07-BEJ6170
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.
Anaya-Izquierdo Karim
Marriott Paul
No associations
LandOfFree
Local mixture models of exponential families does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Local mixture models of exponential families, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Local mixture models of exponential families will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-414761