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1 Finite Mixture Modeling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
2 Statistical Inference for a Finite Mixture Model with
Known Number of Components . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
3 Practical Bayesian Inference for a Finite Mixture Model
with Known Number of Components . . . . . . . . . . . . . . . . . . . . . . 57
4 Statistical Inference for Finite Mixture Models Under
Model Specification Uncertainty . . . . . . . . . . . . . . . . . . . . . . . . . . . 99

5 Computational Tools for Bayesian Inference for Finite
Mixtures Models Under Model Specification Uncertainty . . 125
6 Finite Mixture Models with Normal Components . . . . . . . . . . 169
7 Data Analysis Based on Finite Mixtures . . . . . . . . . . . . . . . . . . . 203
8 Finite Mixtures of Regression Models . . . . . . . . . . . . . . . . . . . . . 241
9 Finite Mixture Models with Nonnormal Components . . . . . . 277
10 Finite Markov Mixture Modeling . . . . . . . . . . . . . . . . . . . . . . . . . . 301
11 Statistical Inference for Markov Switching Models . . . . . . . . . 319
12 Nonlinear Time Series Analysis Based on Markov
Switching Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 357
13 Switching State Space Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 389