Search Results - subject:"em algorithm"

On local influence analysis of full information item factor models

Lee, Sik-Yum; Xu, Liang - In: Psychometrika 68 (2003) 3, pp. 339-360

Persistent link: https://www.econbiz.de/10005603423

Likelihood inference in BL-GARCH models

Storti, Giuseppe; Vitale, Cosimo - In: Computational Statistics 18 (2003) 3, pp. 387-400

The paper presents a procedure based on the EM algorithm for the indirect estimation of the parameters of BiLinear …

Persistent link: https://www.econbiz.de/10011241298

On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture

Lanot, Gauthier - EconWPA - 2002

of the result: the acceleration of the EM algorithm and the specification testing with the information matrix test. …

Persistent link: https://www.econbiz.de/10005556375

Combining standardized mean differences using the method of maximum likelihood

Yuan, Ke-Hai; Bushman, Brad - In: Psychometrika 67 (2002) 4, pp. 589-607

Persistent link: https://www.econbiz.de/10005757824

Locally dependent latent trait model and the dutch identity revisited

Ip, Edward - In: Psychometrika 67 (2002) 3, pp. 367-386

Persistent link: https://www.econbiz.de/10005757886

Positron Emission Tomography and Random Coefficients Regression

Feuerverger, Andrey; Vardi, Yehuda - In: Annals of the Institute of Statistical Mathematics 52 (2000) 1, pp. 123-138

Persistent link: https://www.econbiz.de/10005616189

Imputation Methods for Incomplete Dependent Variables in Finance

Kofman, Paul; Sharpe, Ian - Finance Discipline Group, Business School - 2000

Missing observations in dependent variables is a common feature of many financial applications. Standard ad hoc missing value imputation methods invariably fail to deliver efficient and unbiased parameter estimates. A number of recently developed classical and Bayesian iterative methods are...

Persistent link: https://www.econbiz.de/10005102341

Maximum likelihood estimation of latent interaction effects with the LMS method

Klein, Andreas; Moosbrugger, Helfried - In: Psychometrika 65 (2000) 4, pp. 457-474

Persistent link: https://www.econbiz.de/10005381679

Generalized latent trait models

Moustaki, Irini; Knott, Martin - In: Psychometrika 65 (2000) 3, pp. 391-411

Persistent link: https://www.econbiz.de/10005166333

A Cautionary Note on Likelihood Ratio Tests in Mixture Models

Seidel, Wilfried; Mosler, Karl; Alker, Manfred - In: Annals of the Institute of Statistical Mathematics 52 (2000) 3, pp. 481-487

Persistent link: https://www.econbiz.de/10005184704