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  • Search: subject:"Em Algorithm"
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Year of publication
Subject
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EM algorithm 454 Theorie 74 Algorithm 73 Algorithmus 73 Theory 71 Schätztheorie 56 Estimation theory 55 EM-algorithm 37 Zeitreihenanalyse 37 Time series analysis 36 Markov chain 34 Estimation 33 Schätzung 33 EM Algorithm 32 Markov-Kette 32 Statistical distribution 32 Statistische Verteilung 32 Stochastic process 27 Stochastischer Prozess 27 Maximum likelihood estimation 26 Volatility 24 Kalman filter 22 Volatilität 21 Bayesian inference 19 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 198 CC license 13
Type of publication
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Article 402 Book / Working Paper 169 Other 13 Journal 1
Type of publication (narrower categories)
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Article in journal 128 Aufsatz in Zeitschrift 128 Working Paper 52 Graue Literatur 32 Non-commercial literature 32 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 243 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 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 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) 166 EconStor 34 BASE 22 Other ZBW resources 4
Showing 461 - 470 of 585
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Multilevel zero-inflated negative binomial regression modeling for over-dispersed count data with extra zeros
Moghimbeigi, Abbas; Eshraghian, Mohammed Reza; … - In: Journal of Applied Statistics 35 (2008) 10, pp. 1193-1202
Count data with excess zeros often occurs in areas such as public health, epidemiology, psychology, sociology, engineering, and agriculture. Zero-inflated Poisson (ZIP) regression and zero-inflated negative binomial (ZINB) regression are useful for modeling such data, but because of hierarchical...
Persistent link: https://www.econbiz.de/10005639759
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A Marginal Mixture Model for Selecting Differentially Expressed Genes across Two Types of Tissue Samples
Qiu, Weiliang; He, Wenqing; Wang, Xiaogang; Lazarus, Ross - In: International Journal of Biostatistics 4 (2008) 1, pp. 1093-1093
Bayesian hierarchical models that characterize the distributions of (transformed) gene profiles have been proven very useful and flexible in selecting differentially expressed genes across different types of tissue samples (e.g. Lo and Gottardo, 2007). However, the marginal mean and variance of...
Persistent link: https://www.econbiz.de/10005585159
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A Monte Carlo EM algorithm for the estimation of a logistic auto-logistic model with missing data
Bee, Marco; Espa, Giuseppe - In: AStA Wirtschafts- und Sozialstatistisches Archiv 1 (2008) 1, pp. 45-54
Persistent link: https://www.econbiz.de/10005598172
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Selecting hidden Markov model state number with cross-validated likelihood
Celeux, Gilles; Durand, Jean-Baptiste - In: Computational Statistics 23 (2008) 4, pp. 541-564
Persistent link: https://www.econbiz.de/10005613176
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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 Monte Carlo EM algorithm for the estimation of a logistic auto-logistic model with missing data
Bee, Marco; Espa, Giuseppe - In: Letters in Spatial and Resource Sciences 1 (2008) 1, pp. 45-54
Persistent link: https://www.econbiz.de/10005012314
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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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Cover Image
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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