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  • Search: subject:"EM Algorithm"
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Year of publication
Subject
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EM algorithm 455 Theorie 76 Algorithm 73 Algorithmus 73 Theory 73 Schätztheorie 56 Estimation theory 55 EM-algorithm 37 Zeitreihenanalyse 37 Time series analysis 36 Markov chain 34 Statistical distribution 34 Statistische Verteilung 34 Estimation 33 Schätzung 33 EM Algorithm 32 Markov-Kette 32 Stochastic process 27 Stochastischer Prozess 27 Maximum likelihood estimation 26 Volatility 24 Kalman filter 22 Volatilität 21 Bayesian inference 20 Faktorenanalyse 19 Markov chain Monte Carlo 18 State space model 18 Zustandsraummodell 18 Factor analysis 17 Maximum-Likelihood-Schätzung 17 Prognoseverfahren 17 Monte Carlo simulation 15 toxicokinetics 15 Forecasting model 14 Maximum likelihood 14 Regression analysis 14 Regressionsanalyse 14 Monte-Carlo-Simulation 13 ARCH model 12 Börsenkurs 12
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Online availability
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Undetermined 333 Free 199 CC license 14
Type of publication
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Article 403 Book / Working Paper 169 Other 13 Journal 1
Type of publication (narrower categories)
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Article in journal 130 Aufsatz in Zeitschrift 130 Working Paper 52 Graue Literatur 32 Non-commercial literature 32 Arbeitspapier 29 Article 11 Aufsatz im Buch 3 Book section 3 Congress Report 1 Hochschulschrift 1 Report 1 research-article 1
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Language
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Undetermined 338 English 244 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 Punzo, Antonio 4 Saidane, Mohamed 4 Satorra, Albert 4 Venetis, Ioannis A. 4 Wu, Xueyuan 4 Badescu, Andrei L. 3 Balia, Silvia 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...
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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 Computational economics 9 Statistics & Probability Letters 9 Journal of Classification 7 AStA Advances in Statistical Analysis 6 Insurance 6 Quantitative finance 6 Risks : open access journal 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 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 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 Insurance : mathematics and economics 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 CEIS Research Paper 3 Discussion paper / Tinbergen Institute 3
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Source
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RePEc 359 ECONIS (ZBW) 168 EconStor 34 BASE 22 Other ZBW resources 3
Showing 331 - 340 of 586
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On the role of unobserved preference heterogeneity in discrete choice models of labour supply
Pacifico, Daniele - In: Empirical Economics 45 (2013) 2, pp. 929-963
specifications of unobserved heterogeneity with those from a more general model that we are able to estimate through an EM algorithm …
Persistent link: https://www.econbiz.de/10010698260
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Nonlinear nonparametric mixed-effects models for unsupervised classification
Azzimonti, Laura; Ieva, Francesca; Paganoni, Anna Maria - In: Computational Statistics 28 (2013) 4, pp. 1549-1570
In this work we propose a novel EM method for the estimation of nonlinear nonparametric mixed-effects models, aimed at unsupervised classification. We perform simulation studies in order to evaluate the algorithm performance and we apply this new procedure to a real dataset. Copyright...
Persistent link: https://www.econbiz.de/10010698287
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Estimation of the parameters of a Markov-modulated loss process in insurance
Guillou, Armelle; Loisel, Stéphane; Stupfler, Gilles - In: Insurance: Mathematics and Economics 53 (2013) 2, pp. 388-404
the maximum likelihood estimator of the parameters of this model and present an EM algorithm to compute it in practice …
Persistent link: https://www.econbiz.de/10010702902
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A review on estimation of stochastic differential equations for pharmacokinetic/pharmacodynamic models
Donnet, Sophie; Samson, Adeline - Université Paris-Dauphine (Paris IX) - 2013
This paper is a survey of existing estimation methods for pharmacokinetic/pharmacodynamic (PK/PD) models based on stochastic differential equations (SDEs). Most parametric estimation methods proposed for SDEs require high frequency data and are often poorly suited for PK/PD data which are...
Persistent link: https://www.econbiz.de/10010708218
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A predictive deviance criterion for selecting a generative model in semi-supervised classification
Vandewalle, Vincent; Biernacki, Christophe; Celeux, Gilles - In: Computational Statistics & Data Analysis 64 (2013) C, pp. 220-236
cost of cross-validation criteria, which make repeated use of the EM algorithm. AICcond is proved to have consistency …
Persistent link: https://www.econbiz.de/10010666172
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Modelling Dyadic Interaction with Hawkes Processes
Halpin, Peter; Boeck, Paul - In: Psychometrika 78 (2013) 4, pp. 793-814
historical dependency, while the latter is conducive to maximum likelihood estimation using the EM algorithm. We first outline …
Persistent link: https://www.econbiz.de/10010728124
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An EM algorithm for the proportional hazards model with doubly censored data
Kim, Yongdai; Kim, Joungyoun; Jang, Woncheol - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 41-51
. In comparison to the maximum likelihood estimator, this new estimator is stable and always converges with an efficient EM … algorithm we develop. The stability of the new estimator even with moderate sample sizes is amply demonstrated through simulated …
Persistent link: https://www.econbiz.de/10010580838
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Influence diagnostics in linear and nonlinear mixed-effects models with censored data
Matos, Larissa A.; Lachos, Victor H.; Balakrishnan, N.; … - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 450-464
HIV RNA viral load measures are often subjected to some upper and lower detection limits depending on the quantification assays, and consequently the responses are either left or right censored. Linear and nonlinear mixed-effects models, with modifications to accommodate censoring (LMEC and...
Persistent link: https://www.econbiz.de/10010580845
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An EM algorithm for continuous-time bivariate Markov chains
Mark, Brian L.; Ephraim, Yariv - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 504-517
chain. The proposed EM algorithm is equally applicable to multivariate Markov chains. …
Persistent link: https://www.econbiz.de/10010580851
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A fast algorithm for robust constrained clustering
Fritz, Heinrich; García-Escudero, Luis A.; Mayo-Iscar, … - In: Computational Statistics & Data Analysis 61 (2013) C, pp. 124-136
The application of “concentration” steps is the main principle behind Forgy’s k-means algorithm and the fast-MCD algorithm. Despite this coincidence, it is not completely straightforward to combine both algorithms for developing a clustering method which is not severely affected by few...
Persistent link: https://www.econbiz.de/10011056525
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