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  • Search: subject:"EM Algorithm"
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Year of publication
Subject
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EM algorithm 448 Theorie 70 Algorithm 67 Algorithmus 67 Theory 67 Schätztheorie 54 Estimation theory 53 EM-algorithm 37 Zeitreihenanalyse 37 Time series analysis 36 Estimation 33 Markov chain 33 Schätzung 33 EM Algorithm 32 Markov-Kette 31 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 196 CC license 10
Type of publication
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Article 397 Book / Working Paper 168 Other 13 Journal 1
Type of publication (narrower categories)
All
Article in journal 123 Aufsatz in Zeitschrift 123 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 237 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
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RePEc 359 ECONIS (ZBW) 160 EconStor 34 BASE 22 Other ZBW resources 4
Showing 461 - 470 of 579
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Computational issues in parameter estimation for stationary hidden Markov models
Bulla, Jan; Berzel, Andreas - In: Computational Statistics 23 (2008) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10005613193
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Two noniterative algorithms for computing posteriors
Yang, Jun; Zou, Guohua; Zhao, Yu - In: Computational Statistics 23 (2008) 3, pp. 443-453
Persistent link: https://www.econbiz.de/10005613217
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A new online method for event detection and tracking: empirical evidence from the French stock market
Saidane, Mohamed; Lavergne, Christian - In: American Journal of Finance and Accounting 1 (2008) 1, pp. 20-51
In this article we propose a new approach in event studies based on a hidden Markov chain combined with a classical event study model. The number of states informs us about the number of significant events affecting the related market, and the identification of the hidden states determines...
Persistent link: https://www.econbiz.de/10005751911
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A new online method for event detection and tracking: empirical evidence from the French stock market
Saidane, Mohamed; Lavergne, Christian - In: American Journal of Finance and Accounting 1 (2008) 1, pp. 20-51
In this article we propose a new approach in event studies based on a hidden Markov chain combined with a classical event study model. The number of states informs us about the number of significant events affecting the related market, and the identification of the hidden states determines...
Persistent link: https://www.econbiz.de/10008539452
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Cover Image
Influence analysis for Poisson inverse Gaussian regression models based on the EM algorithm
Xie, Feng-Chang; Wei, Bo-Cheng - In: Metrika 67 (2008) 1, pp. 49-62
Persistent link: https://www.econbiz.de/10005155897
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Systematic Missing-At-Random (SMAR) Design and Analysis for Translational Research Studies
Belitskaya-Levy, Ilana; Shao, Yongzhao; Goldberg, Judith - In: International Journal of Biostatistics 4 (2008) 1, pp. 1046-1046
Translational research studies often involve a central study (e.g. clinical trial, cohort of patients, etc.) and multiple investigators who are each interested in addressing different research questions using the same patient population. However, it is often impossible for the investigators to...
Persistent link: https://www.econbiz.de/10005246571
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Interindividual and interoccasion variability of toxicokinetic parameters in population models
Selinski, Silvia; Urfer, Wolfgang - 1998
The determination of toxicokinetic parameters is an essential component in the risk assessment of potential harmful chemicals. It’s a first step to analyse the processes which are involved in the development of DNA adducts and might therefore lead to the development of cancer. The complete...
Persistent link: https://www.econbiz.de/10010316529
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A Markov Switching Cookbook
Mizrach, Bruce; Watkins, James - 1998
This paper examines maximum likelihood estimation via hill climbing and the expectations maximization (EM) algorithm in … technique is shown to significantly reduce the computational demands of the EM algorithm relative to a Davidon Fletcher Powell …
Persistent link: https://www.econbiz.de/10010334369
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On modifications to the long-term survival mixture model in the presence of competing risks
Ng, SK; McLachlan, GJ - 1998
A mixture model for long-term survivors has been adopted in various fields such as biostatistics and criminology where some individuals may never experience the type of failure under study. It is directly applicable in situations where the only information available from follow-up on individuals...
Persistent link: https://www.econbiz.de/10009448001
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Interindividual and interoccasion variability of toxicokinetic parameters in population models
Selinski, Silvia; Urfer, Wolfgang - Institut für Wirtschafts- und Sozialstatistik, … - 1998
The determination of toxicokinetic parameters is an essential component in the risk assessment of potential harmful chemicals. It’s a first step to analyse the processes which are involved in the development of DNA adducts and might therefore lead to the development of cancer. The complete...
Persistent link: https://www.econbiz.de/10010955364
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