Asymptotic normality of an adaptive kernel density estimator for finite mixture models

2006 ◽  
Vol 76 (2) ◽  
pp. 211-220 ◽  
Author(s):  
R.J. Karunamuni ◽  
T.N. Sriram ◽  
J. Wu
2019 ◽  
Vol 10 (3) ◽  
pp. 3292-3300 ◽  
Author(s):  
Hossein Nosratabadi ◽  
Mohammad Mohammadi ◽  
Amin Kargarian

2005 ◽  
Vol 32 (6Part21) ◽  
pp. 2164-2164
Author(s):  
N Tyagi ◽  
W Martin ◽  
J Du ◽  
A Bielajew ◽  
I Chetty

2013 ◽  
Vol 42 (2) ◽  
pp. 285-317 ◽  
Author(s):  
Arnold P. Boedihardjo ◽  
Chang-Tien Lu ◽  
Feng Chen

2006 ◽  
Vol 33 (2) ◽  
pp. 553-560 ◽  
Author(s):  
Neelam Tyagi ◽  
William R. Martin ◽  
J. Du ◽  
A. F. Bielajew ◽  
Indrin J. Chetty

Risks ◽  
2021 ◽  
Vol 9 (6) ◽  
pp. 115
Author(s):  
Despoina Makariou ◽  
Pauline Barrieu ◽  
George Tzougas

The key purpose of this paper is to present an alternative viewpoint for combining expert opinions based on finite mixture models. Moreover, we consider that the components of the mixture are not necessarily assumed to be from the same parametric family. This approach can enable the agent to make informed decisions about the uncertain quantity of interest in a flexible manner that accounts for multiple sources of heterogeneity involved in the opinions expressed by the experts in terms of the parametric family, the parameters of each component density, and also the mixing weights. Finally, the proposed models are employed for numerically computing quantile-based risk measures in a collective decision-making context.


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