Search Results - subject:"EM ALGORITHM"

Inference in a structural heteroskedastic calibration model

Castro, Mário; Galea, Manuel - In: Statistical Papers 56 (2015) 2, pp. 479-494

compared. Maximum likelihood estimates are computed numerically via the EM algorithm. Consistent estimation of the asymptotic …

Persistent link: https://www.econbiz.de/10011241318

On a new absolutely continuous bivariate generalized exponential distribution

Mirhosseini, S.; Amini, M.; Kundu, D.; Dolati, A. - In: Statistical Methods and Applications 24 (2015) 1, pp. 61-83

simultaneously three non-linear equations. We propose to use EM algorithm to compute the maximum likelihood estimators, which can be …

Persistent link: https://www.econbiz.de/10011241334

Tests for statistical significance of a treatment effect in the presence of hidden sub-populations

Karmakar, B.; Dhara, K.; Dey, K.; Basu, A.; Ghosh, A. - In: Statistical Methods and Applications 24 (2015) 1, pp. 97-119

For testing the statistical significance of a treatment effect, we often compare between two parts of a population; one is exposed to the treatment, and the other is not exposed to it. Standard parametric or nonparametric two-sample tests are commonly used for this comparison. But direct...

Persistent link: https://www.econbiz.de/10011241336

Using prior information in privacy-protecting survey designs for categorical sensitive variables

Groenitz, Heiko - In: Statistical Papers 56 (2015) 1, pp. 167-189

improve the estimation precision. In particular, we derive different point and interval estimates by the EM algorithm and data …

Persistent link: https://www.econbiz.de/10011151880

An Akaike information criterion for multiple event mixture cure models

Dirick, Lore; Claeskens, Gerda; Baesens, Bart - In: European journal of operational research : EJOR 241 (2015) 2, pp. 449-457

Persistent link: https://www.econbiz.de/10010487981

Identification and estimation of latent group-level-effects in infrastructure performance modelling

Medury, Aditya; Zhang, Weizeng; Durango-Cohen, Pablo L. - In: EURO journal on transportation and logistics 4 (2015) 1, pp. 31-55

Persistent link: https://www.econbiz.de/10010513772

Hedging strategy comparisons of volatility index options using diffusion models

Lin, Jun-Biao - In: The international journal of business and finance … 9 (2015) 3, pp. 59-69

Persistent link: https://www.econbiz.de/10011285427

A new nonparametric quantile estimate for length-biased data with competing risks

Zhang, Feipeng; Tan, Zhong - In: Economics letters 137 (2015), pp. 10-12

Persistent link: https://www.econbiz.de/10011436181

COMFORT: a common market factor non-Gaussian returns model

Paolella, Marc S.; Polak, Pawel - In: Journal of econometrics 187 (2015) 2, pp. 593-605

Persistent link: https://www.econbiz.de/10011499783

A Bayesian chi-squared test for hypothesis testing

Li, Yong; Liu, Xiao-Bin; Yu, Jun - In: Journal of econometrics 189 (2015) 1, pp. 54-69

Persistent link: https://www.econbiz.de/10011502408