• português (Brasil)
    • English
    • español
  • English 
    • português (Brasil)
    • English
    • español
  • Login
About
  • Policies
  • Instructions to authors
  • Contact
    • Policies
    • Instructions to authors
    • Contact
View Item 
  •   Home
  • Centro de Ciências Exatas e de Tecnologia - CCET
  • Programas de Pós-Graduação
  • Estatística - PPGEs
  • Teses e dissertações
  • View Item
  •   Home
  • Centro de Ciências Exatas e de Tecnologia - CCET
  • Programas de Pós-Graduação
  • Estatística - PPGEs
  • Teses e dissertações
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Browse

All of DSpaceCommunities & CollectionsBy Issue DateAuthorsAdvisorTitlesSubjectsCNPq SubjectsGraduate ProgramDocument TypeThis CollectionBy Issue DateAuthorsAdvisorTitlesSubjectsCNPq SubjectsGraduate ProgramDocument Type

My Account

Login

Modelo de mistura com dependência Markoviana de primeira ordem

Thumbnail
View/Open
6237.pdf (1.046Mb)
Date
2014-09-12
Author
Meira, Silvana Aparecida
Metadata
Show full item record
Abstract
We present the mixture model with first order dependence, MMM(1). This model corresponds to a redefinition of the hidden Markov model (HMM) where a non observable variable is used to control the mixture. The usual mixture model is a particular case of the MMM(1). The proposed redefinition makes easier the application of usual estimation tools as the EM algorithm. We present the maximum likelihood and Bayesian estimators for the normal and binomial cases of the MMM(1) and usual mixture models. Simulation studies show the functionality of the proposed models and their estimators. And finally we present an application to a real data set for the binomial case.
URI
https://repositorio.ufscar.br/handle/ufscar/4587
Collections
  • Teses e dissertações

UFSCar
Universidade Federal de São Carlos - UFSCar
Send Feedback

UFSCar

IBICT
 

 


UFSCar
Universidade Federal de São Carlos - UFSCar
Send Feedback

UFSCar

IBICT