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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
All
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)
All
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 341 - 350 of 586
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Efficient maximum likelihood estimation of multiple membership linear mixed models, with an application to educational value-added assessments
Karl, Andrew T.; Yang, Yan; Lohr, Sharon L. - In: Computational Statistics & Data Analysis 59 (2013) C, pp. 13-27
computational challenges that have limited the model’s availability. We develop an EM algorithm to compute maximum likelihood …
Persistent link: https://www.econbiz.de/10011056582
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Specification analysis of interest rates factors : an international perspective
Tiozzo Pezzoli, Luca - Université Paris-Dauphine (Paris IX) - 2013
factors, state-space models, EM algorithm, International bond risk premia, principal components. …
Persistent link: https://www.econbiz.de/10011074666
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Automatic tuning of Kalman filters by maximum likelihood methods for wind energy forecasting
Poncela, Marta; Poncela, Pilar; Perán, José Ramón - In: Applied Energy 108 (2013) C, pp. 349-362
Wind energy has the advantages of being clean, having a zero-cost primary energy source (wind) and having low operating and maintenance costs. Despite these advantages, it is difficult to manage due to its variable condition. Recently, there has been an explosion of forecasting tools to...
Persistent link: https://www.econbiz.de/10011041089
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A generative model for rank data based on insertion sort algorithm
Biernacki, Christophe; Jacques, Julien - In: Computational Statistics & Data Analysis 58 (2013) C, pp. 162-176
An original and meaningful probabilistic generative model for full rank data modelling is proposed. Rank data arise from a sorting mechanism which is generally unobservable for statisticians. Assuming that this process relies on paired comparisons, the insertion sort algorithm is known as being...
Persistent link: https://www.econbiz.de/10010871334
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Lognormal lifetimes and likelihood-based inference for flexible cure rate models based on COM-Poisson family
Balakrishnan, N.; Pal, Suvra - In: Computational Statistics & Data Analysis 67 (2013) C, pp. 41-67
the literature as special cases. Cancer clinical trials often lead to right censored data and so the EM algorithm can be … steps of the EM algorithm are developed here for the estimation of the parameters of different cure rate survival models …
Persistent link: https://www.econbiz.de/10010871353
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Modeling Differential Item Functioning Using a Generalization of the Multiple-Group Bifactor Model
Jeon, Minjeong; Rijmen, Frank; Rabe-Hesketh, Sophia - In: Journal of Educational and Behavioral Statistics 38 (2013) 1, pp. 32-60
The authors present a generalization of the multiple-group bifactor model that extends the classical bifactor model for categorical outcomes by relaxing the typical assumption of independence of the specific dimensions. In addition to the means and variances of all dimensions, the correlations...
Persistent link: https://www.econbiz.de/10010739197
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Missing Covariates in Longitudinal Data with Informative Dropouts: Bias Analysis and Inference
Roy, Jason; Lin, Xihong - 2005
EM algorithm is used for inference in the proposed model. Data from a longitudinal study of human immunodeficiency virus …
Persistent link: https://www.econbiz.de/10009476551
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High-dimensional maximum marginal likelihood item factor analysis by adaptive quadrature
Bock, R. Darrell.; Schilling, Stephen - 2005
that adaptive G-H quadrature, combined with mean and covariance adjustments at each iteration of an EM algorithm, produces …
Persistent link: https://www.econbiz.de/10009476619
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High-dimensional maximum marginal likelihood item factor analysis by adaptive quadrature
Schilling, Stephen; Bock, R. Darrell. - 2005
that adaptive G-H quadrature, combined with mean and covariance adjustments at each iteration of an EM algorithm, produces …
Persistent link: https://www.econbiz.de/10009476754
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Modelling bivariate count series with excess zeros
Lee, Andy H.; Wang, Kui; Yau, Kelvin K.W.; Carrivick, … - 2005
random component of the compound regression model. Parameter estimation is achieved via an EM algorithm, by maximizing an …
Persistent link: https://www.econbiz.de/10009448442
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