A comparison between bayesian and maximum likelihood estimations in estimating finite mixture model for financial data
Over the years, maximum likelihood estimation and Bayesian method became popular statistical tools in which applied to fit finite mixture model. These trends begin with the advent of computer technology during the last decades. Moreover, the asymptotic properties for both statistical methods also ac...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Universiti Kebangsaan Malaysia
2015
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| Online Access: | http://journalarticle.ukm.my/8989/ http://journalarticle.ukm.my/8989/ http://journalarticle.ukm.my/8989/1/16_Seuk-Yen_Phoong.pdf |