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  • Search: subject:"Expectation Maximization Algorithm"
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Year of publication
Subject
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Algorithm 9 Algorithmus 9 Expectation-Maximization algorithm 8 expectation-maximization algorithm 7 Estimation theory 6 Schätztheorie 6 expectation maximization algorithm 6 Statistical distribution 5 Statistische Verteilung 5 Theorie 5 Expectation Maximization Algorithm 4 Mathematical programming 4 Mathematische Optimierung 4 Theory 4 Zeitreihenanalyse 4 Expectation-maximization algorithm 3 Factor analysis 3 Faktorenanalyse 3 Hill estimate 3 Maximum likelihood estimation 3 Maximum-Likelihood-Schätzung 3 Monte Carlo simulations 3 Operational risk 3 Picklands estimate 3 Quasi Maximum Likelihood 3 Time series analysis 3 VaR 3 maximum likelihood estimation 3 Approximate Dynamic Factor Model 2 Biodiversity valuation 2 CAPM 2 Contingent valuation 2 Cryptocurrencies 2 Expectation Maximization algorithm 2 Expectation maximization algorithm 2 Financial economics 2 Kalman Filter 2 Kalman Smoother 2 Kalman filter 2 Kapitalmarkttheorie 2
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Online availability
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Free 32 CC license 4
Type of publication
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Book / Working Paper 17 Article 15
Type of publication (narrower categories)
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Article in journal 9 Aufsatz in Zeitschrift 9 Working Paper 8 Graue Literatur 7 Non-commercial literature 7 Arbeitspapier 6 Article 4
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Language
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English 24 Undetermined 7 Spanish 1
Author
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Guegan, Dominique 3 Hassani, Bertrand 3 Naud, Cédric 3 Tzougas, George 3 Ahn, Sung K. 2 Antonio, Katrien 2 Barigozzi, Matteo 2 Barrieu, Pauline 2 Bartolucci, Francesco 2 Contreras-Reyes, Javier E. 2 Hachicha, Ahmed 2 Hachicha, Fatma 2 Hediger, Simon 2 Idrovo-Aguirre, Byron J. 2 Lingauer, Michael 2 Lozano, Francisco J. 2 Luciani, Matteo 2 Makariou, Desponia 2 Masmoudi, Afif 2 Menzel, Susanne 2 Min, Aleksey 2 Näf, Jeffrey 2 Paolella, Marc S. 2 Polak, Pawel 2 Ramsauer, Franz 2 Scarpa, Riccardo 2 Seong, Byeongchan 2 Verbelen, Roel 2 Badescu, Andrei 1 Bavaro, Michele 1 Bücher, Axel 1 Chen, Zezhun 1 Claeskens, Gerda 1 Dassios, Angelos 1 Filimonov, Vladimir 1 Giorgio E., Montanari 1 Gong, Lan 1 Goutte, Stéphane 1 Guo, Xiaosong 1 Lin, Sheldon 1
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Institution
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HAL 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 CESifo 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Fondazione ENI Enrico Mattei (FEEM) 1
Published in...
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KBI 2 MPRA Paper 2 Post-Print / HAL 2 Research paper series / Swiss Finance Institute 2 Risks : open access journal 2 Asian Economic and Financial Review 1 CEA_372Bayes working paper series 1 CESifo Working Paper 1 CESifo Working Paper Series 1 Cambridge working papers in economics 1 Digital finance : smart data analytics, investment innovation, and financial technology 1 Documents de travail du Centre d'Economie de la Sorbonne 1 Econometrics 1 Econometrics : open access journal 1 Energies 1 Estudios económicos 1 European Actuarial Journal 1 Finance and economics discussion series 1 International Journal of Financial Studies 1 International Journal of Financial Studies : open access journal 1 Janeway Institute working paper series 1 Journal of economic inequality 1 Nota di Lavoro 1 Risks 1 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 1 Swiss Finance Institute Research Paper 1 Working Papers / Fondazione ENI Enrico Mattei (FEEM) 1 Working Papers / HAL 1
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Source
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ECONIS (ZBW) 16 RePEc 10 EconStor 6
Showing 1 - 10 of 32
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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
Logistic regression is widely used in complex data analysis. When predictors are at individual level and the response at aggregate level, logistic regression can be estimated using the Maximum Likelihood Estimation (MLE) method with the joint likelihood function formed by Poisson binomial...
Persistent link: https://www.econbiz.de/10015338304
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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://www.econbiz.de/10015136017
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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://www.econbiz.de/10015123794
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Heterogeneous tail generalized common factor modeling
Hediger, Simon; Näf, Jeffrey; Paolella, Marc S.; … - In: Digital finance : smart data analytics, investment … 5 (2023) 2, pp. 389-420
Persistent link: https://www.econbiz.de/10014369265
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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://www.econbiz.de/10014265743
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Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks
Bücher, Axel; Rosenstock, Alexander - In: European Actuarial Journal 13 (2022) 1, pp. 55-90
Predicting the number of outstanding claims (IBNR) is a central problem in actuarial loss reserving. Classical approaches like the Chain Ladder method rely on aggregating the available data in form of loss triangles, thereby wasting potentially useful additional claims information. A new...
Persistent link: https://www.econbiz.de/10015202773
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A structural dynamic factor model for daily global stock market returns
Linton, Oliver; Tang, Haihan; Wu, Jianbin - 2022
Persistent link: https://www.econbiz.de/10013484988
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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://www.econbiz.de/10013357344
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Prosperity or real estate bubble? Exuberance probability index of real housing prices in Chile
Idrovo-Aguirre, Byron J.; Lozano, Francisco J.; … - In: International Journal of Financial Studies 9 (2021) 3, pp. 1-24
expectation-maximization algorithm. Then, we built a probability index as early warning indicator for potential imbalances in the …
Persistent link: https://www.econbiz.de/10013200376
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A finite mixture modelling perspective for combining experts' opinions with an application to quantile-based risk measures
Makariou, Desponia; Barrieu, Pauline; Tzougas, George - In: Risks 9 (2021) 6, pp. 1-25
The key purpose of this paper is to present an alternative viewpoint for combining expert opinions based on finite mixture models. Moreover, we consider that the components of the mixture are not necessarily assumed to be from the same parametric family. This approach can enable the agent to...
Persistent link: https://www.econbiz.de/10013200781
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