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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)
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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 401 - 410 of 579
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Population toxicokinetics of ethylene : models and validation of first order assumptions on kinetic processes
Selinski, Silvia; Quinke, Barbara; Golka, Klaus; Bolt, … - 2002
The determination of toxicokinetic parameters is an essential component in the risk assessment of potential harmful chemicals. It is a key step to analyse the processes involved in the formation of DNA adducts which are connected with the development of chemical-induced cancer. A general problem...
Persistent link: https://www.econbiz.de/10009770916
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Finite Mixture Analysis of Beauty-Contest Data Using Generalised Beta Distributions
Bosch-Domènech, Antoni; Montalvo, José G.; Nagel, … - Barcelona Graduate School of Economics (Barcelona GSE) - 2010
This paper introduces a mixture model based on the beta distribution, without preestablished means and variances, to analyze a large set of Beauty-Contest data obtained from diverse groups of experiments (Bosch-Dom`enech et al. 2002). This model gives a better fit of the experimental data, and...
Persistent link: https://www.econbiz.de/10010746940
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On the skew-normal calibration model
Figueiredo, C. C.; Bolfarine, H.; Sandoval, M. C.; … - In: Journal of Applied Statistics 37 (2010) 3, pp. 435-451
In this article, we present the EM-algorithm for performing maximum likelihood estimation of an asymmetric linear …
Persistent link: https://www.econbiz.de/10008503017
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A skew-normal factor model for the analysis of student satisfaction towards university courses
Montanari, Angela; Viroli, Cinzia - In: Journal of Applied Statistics 37 (2010) 3, pp. 473-487
parameter regulating the skewness. The model estimation can be solved by the generalized EM algorithm, in which the iterative …
Persistent link: https://www.econbiz.de/10008503038
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Estimating nonparametric mixed logit models via EM algorithm
Pacifico, Daniele - Dipartimento di Economia "Marco Biagi", Università … - 2010
The aim of this paper is to describe a Stata routine for the nonparametric estimation of mixed logit models using a Expectation-Maximisation algorithm. We also compare the performance of our estimator with respect to more typical parametric mixed logit models estimated by means of Simulated...
Persistent link: https://www.econbiz.de/10008492912
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On the role of unobserved preference heterogeneity in discrete choice models of labour supply
Pacifico, Daniele - Dipartimento di Economia "Marco Biagi", Università … - 2010
this paper, we propose a new estimation method based on an EM algorithm that allows us to fully consider the effect of …
Persistent link: https://www.econbiz.de/10008492913
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A comparison of multiple imputation with EM algorithm and MCMC method for quality of life missing data
Lin, Ting - In: Quality & Quantity: International Journal of Methodology 44 (2010) 2, pp. 277-287
Persistent link: https://www.econbiz.de/10009396803
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Eliminating the omitted variable bias by a regime-switching approach
Beccarini, Andrea - In: Journal of Applied Statistics 37 (2010) 1, pp. 57-75
This work shows a procedure that aims to eliminate or reduce the bias caused by omitted variables by means of the so-called regime-switching regressions. There is a bias estimation whenever the statistical (linear) model is under-specified, that is, when there are some omitted variables and they...
Persistent link: https://www.econbiz.de/10008582906
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Gibbs sampling in DP-based nonlinear mixed effects models
Wang, Jing - In: Journal of Applied Statistics 37 (2010) 2, pp. 325-340
This article uses several approaches to deal with the difficulty involved in evaluating the intractable integral when using Gibbs sampling to estimate the nonlinear mixed effects model (NLMM) based on the Dirichlet process (DP). For illustration, we applied these approaches to real data and...
Persistent link: https://www.econbiz.de/10008582911
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Penalized multinomial mixture logit model
Bashir, Shaheena; Carter, Edward - In: Computational Statistics 25 (2010) 1, pp. 121-141
Persistent link: https://www.econbiz.de/10008596098
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