Search Results - subject:"em algorithm"

Optimal Prediction with Conditionally Heteroskedastic Factor Analysed Hidden Markov Models

Saidane, Mohamed; Lavergne, Christian - In: Computational Economics 34 (2009) 4, pp. 323-364

Persistent link: https://www.econbiz.de/10008531536

Fitting parametric frailty and mixture models under biased sampling

Economou, P.; Caroni, C. - In: Journal of Applied Statistics 36 (2009) 1, pp. 53-66

distribution of frailty in the weighted distribution and develop an EM algorithm for estimating the parameters of the model in the …

Persistent link: https://www.econbiz.de/10005278861

Efficient estimation of transition rates between credit ratings from observations at discrete time points

Bladt, Mogens; SØrensen, Michael - In: Quantitative Finance 9 (2009) 2, pp. 147-160

continuous-time Markov model. Two methods for estimating the transition intensities are given: the EM algorithm and an MCMC …

Persistent link: https://www.econbiz.de/10005279126

Integration of Genetic Familial Dependence Structure in Latent Class Models

Labbe, Aurelie; Bureau, Alexandre; Merette, Chantal - In: International Journal of Biostatistics 5 (2009) 1, pp. 1126-1126

capture the underlying Mendelian transmission of alleles within families. An EM algorithm maximizes the likelihood and a cross …

Persistent link: https://www.econbiz.de/10005246596

The constrained Fisher scoring method for maximum likelihood computation of a nonparametric mixing distribution

Wang, Yong - In: Computational Statistics 24 (2009) 1, pp. 67-81

Persistent link: https://www.econbiz.de/10005166792

Bivariate generalized exponential distribution

Kundu, Debasis; Gupta, Rameshwar D. - In: Journal of Multivariate Analysis 100 (2009) 4, pp. 581-593

. Several properties of this distribution have been discussed. We suggest to use the EM algorithm to compute the maximum …

Persistent link: https://www.econbiz.de/10005221550

Joint Functional Mapping of Quantitative Trait Loci for HIV-1 and CD4<sup>+</sup> Dynamics

Wang, Zuoheng; Li, Yao; Li, Qin; Wu, Rongling - In: The International Journal of Biostatistics 5 (2009) 1, pp. 9-9

Plasma HIV-1 RNA levels and CD4<sup>+</sup> T cell counts in patients are associated with their progression rates to AIDS. After initiation of highly active antiretroviral therapy, these two variables display time-dependent dynamic changes with particular patterns well described by mathematical functions....

Persistent link: https://www.econbiz.de/10008460477

Empirical Bayes spatial prediction using a Monte Carlo EM algorithm

Khaledi, Majid; Rivaz, Firoozeh - In: Statistical Methods and Applications 18 (2009) 1, pp. 35-47

Persistent link: https://www.econbiz.de/10005596323

Integrated methodology for multiple systems estimation and record linkage using a missing data formulation

Fienberg, Stephen; Manrique-Vallier, Daniel - In: AStA Advances in Statistical Analysis 93 (2009) 1, pp. 49-60

Persistent link: https://www.econbiz.de/10005598109

Modelling Australian interest rate swap spreads by mixture autoregressive conditional heteroscedastic processes

Chan, W.S.; Wong, C.S.; Chung, A.H.L. - In: Mathematics and Computers in Simulation (MATCOM) 79 (2009) 9, pp. 2779-2786

The observed difference between the swap rate and the government bond yield of corresponding maturity is known as the swap spread. The swap spread reflects the risk premium that is involved in a swap transaction instead of holding risk-free government bonds. It is primarily composed of the...

Persistent link: https://www.econbiz.de/10010749011