Search Results - subject:"EM Algorithm"

Efficient estimation of transition rates between credit ratings from observations at discrete time points

Bladt, Mogens; SØrensen, Michael - In: Quantitative Finance 9 (2009) 2, pp. 147-160

continuous-time Markov model. Two methods for estimating the transition intensities are given: the EM algorithm and an MCMC …

Persistent link: https://www.econbiz.de/10005279126

Aggregation invariance in general clustering approaches

Bavaud, François - In: Advances in Data Analysis and Classification 3 (2009) 3, pp. 205-225

Persistent link: https://www.econbiz.de/10008491577

Optimal Prediction with Conditionally Heteroskedastic Factor Analysed Hidden Markov Models

Saidane, Mohamed; Lavergne, Christian - In: Computational Economics 34 (2009) 4, pp. 323-364

Persistent link: https://www.econbiz.de/10008531536

On progressively censored generalized exponential distribution

Pradhan, Biswabrata; Kundu, Debasis - In: TEST: An Official Journal of the Spanish Society of … 18 (2009) 3, pp. 497-515

Persistent link: https://www.econbiz.de/10008469415

Joint Functional Mapping of Quantitative Trait Loci for HIV-1 and CD4<sup>+</sup> Dynamics

Wang, Zuoheng; Li, Yao; Li, Qin; Wu, Rongling - In: The International Journal of Biostatistics 5 (2009) 1, pp. 9-9

Plasma HIV-1 RNA levels and CD4<sup>+</sup> T cell counts in patients are associated with their progression rates to AIDS. After initiation of highly active antiretroviral therapy, these two variables display time-dependent dynamic changes with particular patterns well described by mathematical functions....

Persistent link: https://www.econbiz.de/10008460477

The constrained Fisher scoring method for maximum likelihood computation of a nonparametric mixing distribution

Wang, Yong - In: Computational Statistics 24 (2009) 1, pp. 67-81

Persistent link: https://www.econbiz.de/10005166792

Computationally efficient learning of multivariate t mixture models with missing information

Lin, Tsung-I; Ho, Hsiu; Shen, Pao - In: Computational Statistics 24 (2009) 3, pp. 375-392

Persistent link: https://www.econbiz.de/10005029242

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

ECM-algorithms that converge at the rate of EM

Sexton, Joe; Swensen, Anders Rygh - 1999

This paper describes a way of constructing an ECM algorithm such that it converges at the rate of the EM algorithm. The …

Persistent link: https://www.econbiz.de/10011968015

ECM-algorithms that converge at the rate of EM

Sexton, Joe; Swensen, Anders Rygh - Statistisk Sentralbyrå, Government of Norway - 1999

This paper describes a way of constructing an ECM algorithm such that it converges at the rate of the EM algorithm. The …

Persistent link: https://www.econbiz.de/10004980575