Search Results - subject:"EM ALGORITHM"

Constrained EM algorithm with projection method

Takai, Keiji - In: Computational Statistics 27 (2012) 4, pp. 701-714

the conventional EM algorithm. This new step is easy to implement, first because only the first derivatives of the object … apply the P-step in addition to the conventional EM algorithm to the two illustrative examples. The first example has a … function and the constraint function are necessary, and secondly, because the P-step is carried out after the conventional EM …

Persistent link: https://www.econbiz.de/10010600757

Dimensionality of the Latent Structure and Item Selection Via Latent Class Multidimensional IRT Models

Bartolucci, F.; Montanari, G.; Pandolfi, S. - In: Psychometrika 77 (2012) 4, pp. 782-802

With reference to a questionnaire aimed at assessing the performance of Italian nursing homes on the basis of the health conditions of their patients, we investigate two relevant issues: dimensionality of the latent structure and discriminating power of the items composing the questionnaire. The...

Persistent link: https://www.econbiz.de/10010600770

Patterns of regional travel behavior : an analysis of Japanese hotel reservation data

Sato, Aki-hiro - In: International review of financial analysis 23 (2012), pp. 55-65

Persistent link: https://www.econbiz.de/10009690122

Finite mixture analysis of beauty-contest data using generalised beta distributions

Bosch-Domènech, Antoni; Montalvo, José Garcia; Nagel, … - Department of Economics and Business, Universitat … - 2004

This paper introduces a mixture model based on the beta distribution, without preestablished means and variances, to analyze a large set of Beauty-Contest data obtained from diverse groups of experiments (Bosch-Domenech et al. 2002). This model gives a better t of the experimental data, and more...

Persistent link: https://www.econbiz.de/10005772158

Industry and Time Specific Deviations from Fundamental Values in a Random Coefficient Model

Becchetti, Leonardo; Rocci, Roberto; Trovato, Giovanni - Centro di Studi Internazionali Sull'Economia e la … - 2004

The paper analyzes the relationship between stock prices and fundamentals for a large sample of US stocks in the last ten years using a random coefficient model. Heterogeneity and omitted variable bias are properly taken into account with model coefficients being allowed to vary across time and...

Persistent link: https://www.econbiz.de/10005450618

Estimation of the mean AUC of the xenoestrogens daidzein, bisphenol A, and p-tert-octylphenol

Selinski, Silvia; Degen, Gisela H. - 2003

Potentially adverse human and environmental effects due to hormone mimicry of environmental estrogens are a matter of current concern. Environmental estrogens belong to the so-called endocrine active compounds (EAC), which alter signalling processes of the endocrine system leading to a broad...

Persistent link: https://www.econbiz.de/10010306261

Modelling High-Dimensional Data by Mixtures of Factor Analyzers

McLachlan, G. J.; Peel, D.; Bean, R. W. - 2003

We focus on mixtures of factor analyzers from the perspective of a method for model-based density estimation from high-dimensional data, and hence for the clustering of such data. This approach enables a normal mixture model to be fitted to a sample of n data points of dimension p, where p is...

Persistent link: https://www.econbiz.de/10009447914

Likelihood-based estimation of latent generalised ARCH structures

Fiorentini, Gabriele; Sentana, Enrique; Shephard, Neil - London School of Economics (LSE) - 2003

chain Monte Carlo algorithm which allows the calculation of a classical estimator via the simulated EM algorithm or a …

Persistent link: https://www.econbiz.de/10010884643

Discretized Time and Conditional Duration Modelling for Stock Transaction Data

Brännäs, Kurt; Simonsen, Ola - Institutionen för Nationalekonomi, Umeå Universitet - 2003

compared in a Monte Carlo experiment. An EM-algorithm accounting for the discrete data performs better than those which do not …

Persistent link: https://www.econbiz.de/10005651936

Estimation of the mean AUC of the xenoestrogens daidzein, bisphenol A, and p-tert-octylphenol

Selinski, Silvia; Degen, Gisela H. - Institut für Wirtschafts- und Sozialstatistik, … - 2003

Persistent link: https://www.econbiz.de/10009295167