Search Results - subject:"EM Algorithm"

Structural Inference in Transition Measurement Error Models for Longitudinal Data

Pan, Wenqin; Lin, Xihong; Zeng, Donglin - 2006

likelihood estimation method. In view of the multidimensional integration required by full maximum likelihood estimation, an EM … algorithm is developed to calculate maximum likelihood estimators, in which Monte Carlo simulations are used to evaluate the …

Persistent link: https://www.econbiz.de/10009477335

Real-time forecasting of GDP based on a large factor model with monthly and quarterly data

Schumacher, Christian; Breitung, Jörg - 2006

sample, the factors are estimated by applying an EM algorithm combined with a principal components estimator. We discuss the …

Persistent link: https://www.econbiz.de/10010295822

Empirical hierarchical modelling for count data using the spatial random effects model

Sengupta, Aritra; Cressie, Noel A. C. - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 3, pp. 389-418

Persistent link: https://www.econbiz.de/10010202694

Estimation of the preference heterogeneity within stated choice data using semiparametric varying-coefficient methods

Hoshino, Tadao - In: Empirical economics : a journal of the Institute for … 45 (2013) 3, pp. 1129-1148

Persistent link: https://www.econbiz.de/10010222429

Donor segmentation : when summary statistics don't tell the whole story

Durango-Cohen, Elizabeth J.; Torres, Ramón L.; … - In: Journal of interactive marketing : a quarterly … 27 (2013) 3, pp. 172-184

Persistent link: https://www.econbiz.de/10010128378

On the role of unobserved preference heterogeneity in discrete choice models of labour supply

Pacifico, Daniele - In: Empirical economics : a journal of the Institute for … 45 (2013) 2, pp. 929-963

Persistent link: https://www.econbiz.de/10010188634

Estimating depth of reasoning in a repeated guessing game with no feedback

Runco, Mariano - In: Experimental economics : a journal of the Economic … 16 (2013) 3, pp. 402-413

Persistent link: https://www.econbiz.de/10010188981

Estimation of the parameters of a Markov-modulated loss process in insurance

Guillou, Armelle; Loisel, Stéphane; Stupfler, Gilles - In: Insurance 53 (2013) 2, pp. 388-404

Persistent link: https://www.econbiz.de/10010195915

Použití konečných směsí logaritmicko-normálních rozdělení pro modelování příjmu° českých domácností

Malá, Ivana - In: Politická ekonomie : teorie, modelování, aplikace 61 (2013) 3, pp. 356-372

Persistent link: https://www.econbiz.de/10010415042

Nonlinear mixed-effects state space models with applications to HIV dynamics

Zhou, Jie; Han, Lu; Liu, Sanyang - In: Statistics & Probability Letters 83 (2013) 5, pp. 1448-1456

Nonlinear state space models with mixed-effect (NLMESSM) are proposed to model HIV clinical longitudinal data. With NLMESSM, filtering algorithms are proposed to estimate the individual/population states. Maximum likelihood via iterated filtering and variance components model are proposed to...

Persistent link: https://www.econbiz.de/10010662333