The paper presents a procedure based on the EM algorithm for the indirect estimation of the parameters of BiLinear GARCH (BL-GARCH) models. BL-GARCH generalize the class of GARCH models by considering interactions of past shocks and volatilities in the conditional variance equation. In this way...

In this work we propose a novel EM method for the estimation of nonlinear nonparametric mixed-effects models, aimed at unsupervised classification. We perform simulation studies in order to evaluate the algorithm performance and we apply this new procedure to a real dataset. Copyright...

Latent variable models for ordinal data represent a useful tool in different fields of research in which the constructs of interest are not directly observable so that one or more latent variables are required to reduce the complexity of the data. In these cases problems related to the...

Measurement error (errors-in-variables) models are frequently used in various scientific fields, such as engineering, medicine, chemistry, etc. In this work, we consider a new replicated structural measurement error model in which the replicated observations jointly follow scale mixtures of...

In some multivariate problems with missing data, pairs of variables exist that are never observed together. For example, some modern biological tools can produce data of this form. As a result of this structure, the covariance matrix is only partially identifiable, and point estimation requires...

Finite mixture modeling approach is widely used for the analysis of bimodal or multimodal data that are individually observed in many situations. However, in some applications, the analysis becomes substantially challenging as the available data are grouped into categories. In this work, we...

This paper addresses the problem of estimating a density, with either a compact support or a support bounded at only one end, exploiting a general and natural form of a finite mixture of distributions. Due to the importance of the concept of multimodality in the mixture framework, unimodal beta...

Discovering the preferences and the behaviour of consumers is a key challenge in marketing. Information about such topics can be gathered through surveys in which the respondents must assign a score to a number of items. A strategy based on different latent class models can be used to analyze...

This paper proposes a new step called the P-step to handle the linear or nonlinear equality constraint in addition to the conventional EM algorithm. This new step is easy to implement, first because only the first derivatives of the object function and the constraint function are necessary, and...

Mixture of t factor analyzers (MtFA) have been shown to be a sound model-based tool for robust clustering of high-dimensional data. This approach, which is deemed to be one of natural parametric extensions with respect to normal-theory models, allows for accommodation of potential noise...