Search Results - subject:"Expectation–maximization"

Understanding financial market volatility

Opschoor, Anne - 2014

Persistent link: https://www.econbiz.de/10010231651

Cointegration analysis with mixed-frequency data

Seong, Byeongchan; Ahn, Sung K.; Zadrozny, Peter A. - 2007

maximum likelihood estimation of the parameters in the model, we use an expectation maximization algorithm based on the state …

Persistent link: https://www.econbiz.de/10010264085

Cointegration Analysis with Mixed-Frequency Data

Seong, Byeongchan; Ahn, Sung K.; Zadrozny, Peter - CESifo - 2007

maximum likelihood estimation of the parameters in the model, we use an expectation maximization algorithm based on the state …

Persistent link: https://www.econbiz.de/10005405735

Air Transportation System Performance: Estimation and Comparative Analysis of Departure Delays

Tu, Yufeng - 2006

problems, we develop a global optimization version of the Expectation Maximization algorithm, borrowing ideas from Genetic …

Persistent link: https://www.econbiz.de/10009450938

lclogit: A Stata command for fitting latent-class conditional logit models via the expectation-maximization algorithm

Pacifico, Daniele; Yoo, Hong il - In: Stata Journal 13 (2013) 3, pp. 625-639

Persistent link: https://www.econbiz.de/10010691926

Probabilistic typology of management decision making in private forest properties

Ficko, Andrej; Boncina, Andrej - In: Forest Policy and Economics 27 (2013) C, pp. 34-43

scale. This information was consolidated into major categories with Principal Component Analysis. Expectation maximization …

Persistent link: https://www.econbiz.de/10010603299

A degradation path-dependent approach for remaining useful life estimation with an exact and closed-form solution

Si, Xiao-Sheng; Wang, Wenbin; Chen, Mao-Yin; Hu, Chang-Hua - In: European Journal of Operational Research 226 (2013) 1, pp. 53-66

presented through the combination of Bayesian updating and expectation maximization (EM) algorithm. The use of both Bayesian …

Persistent link: https://www.econbiz.de/10010603398

Pricing fraud detection in online shopping malls using a finite mixture model

Kim, Kwanho; Choi, Yerim; Park, Jonghun - In: Electronic commerce research and applications 12 (2013) 3, pp. 195-207

Persistent link: https://www.econbiz.de/10010504875

Recent developments in discrete choice model formulation, estimation, and inference

Bhat, Chandra R. - In: Transportation Research Part B: Methodological 46 (2012) 2, pp. 273-275

The developments in discrete choice formulation, estimation and inference techniques have been fast and furious over the past few years. This special issue of Transportation Research Part B is a compilation of some of the cutting-edge research in the field.

Persistent link: https://www.econbiz.de/10010574807

A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation

Hoogerheide, Lennart; Opschoor, Anne; Dijk, Herman K. van - In: Journal of Econometrics 171 (2012) 2, pp. 101-120

multimodality and skewness. The basic method makes use of sequences of importance weighted Expectation Maximization steps in order … target and mixture is minimized. We label this approach Mixture oftby Importance Sampling weighted Expectation Maximization …

Persistent link: https://www.econbiz.de/10010588322