A comparison between bayesian and maximum likelihood estimations in estimating finite mixture model for financial data

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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...

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Bibliographic Details
Main Authors:	Seuk, Yen Phoong, Mohd Tahir Ismail
Format:	Article
Language:	English
Published:	Universiti Kebangsaan Malaysia 2015
Online Access:	http://journalarticle.ukm.my/8989/ http://journalarticle.ukm.my/8989/1/16_Seuk-Yen_Phoong.pdf

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