Random k-nearest-neighbour (RKNN) imputation is an established algorithm for filling in missing values in data sets. Assume that data are missing in a random way, so that missing...
R package flexmix provides flexible modelling of finite mixtures of regression models using the EM algorithm. Several new features of the software such as fixed and nested var...
In this paper, we perform Bayesian inference and prediction for a GARCH model where the innovations are assumed to follow a mixture of two Gaussian distributions. This GARCH model...
The Total Least Squares method is generalized in the context of the functional linear model. A smoothing splines estimator of the functional coefficient of the model is first prop...
The Bayes factor is a useful tool for evaluating sets of inequality and about equality constrained models. In the approach described, the Bayes factor for a constrained model with...