Bayesian mode inference for discrete distributions in economics and finance

C-Tier
Journal: Economics Letters
Year: 2024
Volume: 235
Issue: C

Authors (4)

Cross, Jamie L. (not in RePEc) Hoogerheide, Lennart (not in RePEc) Labonne, Paul (not in RePEc) van Dijk, Herman K.

Score contribution per author:

0.251 = (α=2.01 / 4 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We propose a straightforward technique for mode inference in discrete data distributions which involves fitting a mixture of novel shifted-Poisson distributions. The credibility and utility of our approach is demonstrated through applications pertaining to loan default risk and inflation expectations.

Technical Details

RePEc Handle
repec:eee:ecolet:v:235:y:2024:i:c:s0165176524000624
Journal Field
General
Author Count
4
Added to Database
2026-01-25