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  • Search: subject:"EM ALGORITHM"
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Year of publication
Subject
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EM algorithm 448 Theorie 69 Algorithm 67 Algorithmus 67 Theory 66 Schätztheorie 54 Estimation theory 53 EM-algorithm 37 Zeitreihenanalyse 36 Time series analysis 35 EM Algorithm 32 Estimation 32 Markov chain 32 Schätzung 32 Markov-Kette 30 Statistical distribution 29 Statistische Verteilung 29 Maximum likelihood estimation 25 Stochastic process 25 Stochastischer Prozess 25 Volatility 23 Kalman filter 22 Volatilität 20 Bayesian inference 19 Faktorenanalyse 19 Markov chain Monte Carlo 18 State space model 18 Zustandsraummodell 18 Factor analysis 17 Maximum-Likelihood-Schätzung 16 Prognoseverfahren 16 Monte Carlo simulation 15 toxicokinetics 15 Maximum likelihood 14 Forecasting model 13 Monte-Carlo-Simulation 13 Regression analysis 13 Regressionsanalyse 13 Börsenkurs 12 Multivariate Analyse 12
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Online availability
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Undetermined 329 Free 195 CC license 10
Type of publication
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Article 396 Book / Working Paper 168 Other 13 Journal 1
Type of publication (narrower categories)
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Article in journal 122 Aufsatz in Zeitschrift 122 Working Paper 52 Graue Literatur 31 Non-commercial literature 31 Arbeitspapier 29 Article 11 Aufsatz im Buch 3 Book section 3 research-article 2 Congress Report 1 Hochschulschrift 1 Report 1
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Language
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Undetermined 338 English 236 Czech 2 German 1 French 1
Author
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Selinski, Silvia 18 Shephard, Neil 11 Pacifico, Daniele 10 Koopman, Siem Jan 8 Li, Yong 8 Yu, Jun 8 Tzougas, George 7 Balakrishnan, N. 6 Bartolucci, Francesco 6 Jungbacker, Borus 6 Poncela, Pilar 6 Urfer, Wolfgang 6 Yao, Weixin 6 Kundu, Debasis 5 Ruiz, Esther 5 Soete, Geert 5 Sornette, Didier 5 Wehrli, Alexander 5 Baesens, Bart 4 Bee, Marco 4 Bertrand, Aurélie 4 Bork, Lasse 4 Claeskens, Gerda 4 Dirick, Lore 4 Hafner, Christian M. 4 Janczura, Joanna 4 Lavergne, Christian 4 Lin, X. Sheldon 4 Lin, Xihong 4 Lucchetti, Riccardo 4 Miljkovic, Tatjana 4 Mislevy, Robert 4 Modugno, Michele 4 Saidane, Mohamed 4 Satorra, Albert 4 Venetis, Ioannis A. 4 Wu, Xueyuan 4 Badescu, Andrei L. 3 Balia, Silvia 3 Becker, Claudia 3
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 10 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 6 School of Economics and Management, University of Aarhus 5 EconWPA 4 Economics Group, Nuffield College, University of Oxford 4 School of Economics, Singapore Management University 4 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 3 Department of Economics, Oxford University 3 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 3 London School of Economics (LSE) 3 Banque de France 2 Berkeley Electronic Press 2 Department of Economics and Related Studies, University of York 2 Dipartimento del Tesoro, Ministero dell'Economia e delle Finanze 2 European Central Bank 2 Finance Discipline Group, Business School 2 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 2 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 2 Université Paris-Dauphine (Paris IX) 2 Agricultural Economics Society - AES 1 Agricultural and Applied Economics Association - AAEA 1 Barcelona Graduate School of Economics (Barcelona GSE) 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät 1 Centre for Economic Research, School of Economics and Management Studies 1 Centro de Investigación y Docencia Económicas (CIDE) 1 Centrum voor Economische Studiën, Faculteit Economie en Bedrijfswetenschappen 1 Christian-Albrechts-Universität zu Kiel 1 Cowles Foundation for Research in Economics, Yale University 1 Departamento de Economía, Universidad Carlos III de Madrid 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Department of Economics, European University Institute 1 Department of Economics, Rutgers University-New Brunswick 1 Department of International and European Economic Studies, Athens University of Economics and Business (AUEB) 1 Deutsche Bundesbank 1 Dipartimento di Economia e Management, Università degli Studi di Trento 1 Directorate-General Economic and Financial Affairs, European Commission 1 Division of Economics, Nanyang Technological University 1
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Published in...
All
Psychometrika 49 Computational Statistics & Data Analysis 35 Computational Statistics 19 Statistical Papers / Springer 14 Annals of the Institute of Statistical Mathematics 13 Journal of Multivariate Analysis 12 Journal of Applied Statistics 11 Journal of econometrics 10 MPRA Paper 10 Statistics & Probability Letters 9 Computational economics 7 Journal of Classification 7 AStA Advances in Statistical Analysis 6 Insurance / Mathematics & economics 6 Quantitative finance 6 Technical Report 6 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 6 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 6 Advances in Data Analysis and Classification 5 CREATES Research Papers 5 European journal of operational research : EJOR 5 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 5 Risks : open access journal 5 Statistical Applications in Genetics and Molecular Biology 5 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 5 Astin bulletin : the journal of the International Actuarial Association 4 Econometrics 4 Economics Papers / Economics Group, Nuffield College, University of Oxford 4 Economics letters 4 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 4 International Journal of Biostatistics 4 Journal of Econometrics 4 Metrika 4 Risks 4 Statistical Methods and Applications 4 Working Papers / School of Economics, Singapore Management University 4 ASTIN bulletin : the journal of the International Actuarial Association 3 CEIS Research Paper 3 Discussion paper / Tinbergen Institute 3 Econometric reviews 3
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Source
All
RePEc 359 ECONIS (ZBW) 159 EconStor 34 BASE 22 Other ZBW resources 4
Showing 421 - 430 of 578
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Outlier detection in experimental data using a modified Hampel identifier
Selinski, Silvia; Becker, Claudia - 2001
The present method allows to detect outlying observations in data which may be described by a deterministic function plus a stochastic component. This type of functional relationship often occurs in experimental data, in toxicological research, for instance. The Hampel identifier, an outlier...
Persistent link: https://www.econbiz.de/10010316448
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Outlier detection in experimental data using a modified Hampel identifier
Selinski, Silvia; Becker, Claudia - Institut für Wirtschafts- und Sozialstatistik, … - 2001
The present method allows to detect outlying observations in data which may be described by a deterministic function plus a stochastic component. This type of functional relationship often occurs in experimental data, in toxicological research, for instance. The Hampel identifier, an outlier...
Persistent link: https://www.econbiz.de/10010955362
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A state space model for Berlin house prices
Schulz, Rainer; Werwatz, Axel - Sonderforschungsbereich 373, Quantifikation und … - 2001
model reduces to the standard hedonic approach. We use the EM algorithm with a final scoring step to estimate our model with …
Persistent link: https://www.econbiz.de/10010956415
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Robust income distribution estimation with missing data
Victoria-Feser, Maria-Pia - London School of Economics (LSE) - 2001
With income distributions it is common to encounter the problem of missing data. When a parametric model is fitted to the data, the problem can be overcome by specifying the marginal distribution of the observed data. With classical methods of estimation such as the maximum likelihood (ML) an...
Persistent link: https://www.econbiz.de/10010928590
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Robust Income Distribution Estimation with Missing Data
Victoria-Feser, Maria-Pia - Suntory and Toyota International Centres for Economics … - 2001
With income distributions it is common to encounter the problem of missing data. When a parametric model is fitted to the data, the problem can be overcome by specifying the marginal distribution of the observed data. With classical methods of estimation such as the maximum likelihood (ML) an...
Persistent link: https://www.econbiz.de/10005310320
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Cover Image
Outlier detection in experimental data using a modified Hampel identifier
Selinski, Silvia; Becker, Claudia - 2001
The present method allows to detect outlying observations in data which may be described by a deterministic function plus a stochastic component. This type of functional relationship often occurs in experimental data, in toxicological research, for instance. The Hampel identifier, an outlier...
Persistent link: https://www.econbiz.de/10009776760
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Cover Image
Modelling Australian interest rate swap spreads by mixture autoregressive conditional heteroscedastic processes
Chan, W.S.; Wong, C.S.; Chung, A.H.L. - In: Mathematics and Computers in Simulation (MATCOM) 79 (2009) 9, pp. 2779-2786
The observed difference between the swap rate and the government bond yield of corresponding maturity is known as the swap spread. The swap spread reflects the risk premium that is involved in a swap transaction instead of holding risk-free government bonds. It is primarily composed of the...
Persistent link: https://www.econbiz.de/10010749011
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Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach
Bork, Lasse - Ehrvervøkonomisk Institut, Institut for Økonomi - 2009
-step EM algorithm as an alternative to the two-step principal component method and the one-step Bayesian method in Bernanke et … al. (2005). The EM algorithm which is an iterative maximum likelihood method estimates all the parameters and the dynamic …
Persistent link: https://www.econbiz.de/10004991302
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A Multilocus Model for Constructing a Linkage Disequilibrium Map in Human Populations
Li, Qin; Wu, Rongling - In: Statistical Applications in Genetics and Molecular Biology 8 (2009) 1, pp. 18-18
formulated in terms of the recombination fraction at a lower level. The EM algorithm was implemented to obtain a closed system of …
Persistent link: https://www.econbiz.de/10005046614
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Inference in mixed proportional hazard models with K random effects
Horny, Guillaume - In: Statistical Papers 50 (2009) 3, pp. 481-499
Persistent link: https://www.econbiz.de/10004966075
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