Search Results - subject:"Expectation–maximization"

Adaptive importance sampling estimation of an open economy model with fiscal policy

Grassi, Stefano; Lorusso, Marco; Ravazzolo, Francesco - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015372979

An expectation-maximization algorithm for logistic regression based on individual-level predictors and aggregate-level response

Xu, Zheng - In: Statistics in transition : an international journal of … 26 (2025) 1, pp. 9-28

function, the performance of MLE will worsen as the number of predictors increases. In this article, we propose an expectation-maximization …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015338304

Intergenerational mobility measurement with latent transition matrices

Bavaro, Michele; Tullio, Federico - In: Journal of economic inequality 21 (2023) 1, pp. 25-45

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014265743

Further tests of the ZCAPM asset pricing model

Kolari, James W.; Huang, Jianhua Z.; Liu, Wei; Liao, Huiling - In: Journal of Risk and Financial Management 15 (2022) 3, pp. 1-23

In a recent book, Kolari et al. developed a new theoretical capital asset pricing model dubbed the ZCAPM. Based on out-of-sample cross-sectional tests using U.S. stocks, the ZCAPM consistently outperformed well-known multifactor models popular in the finance literature. This paper presents...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013201440

Further tests of the ZCAPM asset pricing model

Kolari, James W.; Huang, Jianhua Z.; Liu, Wei; Liao, Huiling - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-23

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013165003

EM estimation for the bivariate mixed exponential regression model

Chen, Zezhun; Dassios, Angelos; Tzougas, George - In: Risks : open access journal 10 (2022) 5, pp. 1-13

novel Expectation-Maximization algorithm. The implementation of two members of this family, namely the bivariate Pareto or …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013357344

Quasi maximum likelihood estimation and inference of large approximate dynamic factor models via the EM algorithm

Barigozzi, Matteo; Luciani, Matteo - 2024 - This version: October 23, 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015136017

Quasi maximum likelihood estimation and inference of large approximate dynamic factor models via the EM algorithm

Barigozzi, Matteo; Luciani, Matteo - 2024 - This version: September 26, 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015123794

Optimal hierarchical EWMA forecasting

Sbrana, Giacomo; Pelagatti, Matteo - In: International journal of forecasting 40 (2024) 2, pp. 616-625

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014547189

Handling massive sparse data in recommendation systems

Chetana, V. Lakshmi; Seetha, Hari - In: Journal of information & knowledge management : JIKM 23 (2024) 3, pp. 1-37

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014575739