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.
Original language | English |
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Article number | 111579 |
Journal | Economics Letters |
Volume | 235 |
DOIs | |
Publication status | Published - Feb 2024 |
Bibliographical note
Publisher Copyright:© 2024 The Author(s)
Keywords
- Bayesian inference
- Mixture models
- Mode inference
- Multimodality
- Shifted-Poisson