Search Results - subject:"Expectation Maximization"

Multivariate asset return prediction with mixture models

Paolella, Marc S. - In: The European journal of finance 21 (2015) 13/15, pp. 1214-1252

Persistent link: https://www.econbiz.de/10011419842

An analysis of bargaining power for milk cooperatives and milk processors in Florida

Ge, Jiaoju; Flores-Lagunes, Alfonso; Kilmer, Richard Lee - In: Applied economics 47 (2015) 46/48, pp. 5159-5168

Persistent link: https://www.econbiz.de/10011318361

Nonparametric discriminant HMM and application to facial expression recognition

Shang, L; Chan, KP - 2009

coefficients is obtained by the Expectation Maximization (EM) method. Furthermore, we present a general formula for the estimation …

Persistent link: https://www.econbiz.de/10009471533

Marked point process hotspot maps for homicide and gun crime prediction in Chicago

Mohler, George - In: International journal of forecasting 30 (2014) 3, pp. 491-497

Persistent link: https://www.econbiz.de/10010512295

Understanding financial market volatility

Opschoor, Anne - 2014

Persistent link: https://www.econbiz.de/10010231651

Conditional Markov regime switching model applied to economic modelling

Goutte, Stéphane - In: Economic modelling 38 (2014), pp. 258-269

Persistent link: https://www.econbiz.de/10010419115

Conditional Markov regime switching model applied to economic modelling

Goutte, Stéphane - In: Economic Modelling 38 (2014) C, pp. 258-269

, we extend the classical Expectation–Maximization (EM) algorithm to be applied to our regime switching model. We apply it …

Persistent link: https://www.econbiz.de/10010753344

Parameter estimation of two-level nonlinear mixed effects models using first order conditional linearization and the EM algorithm

Fu, Liyong; Wang, Mingliang; Lei, Yuancai; Tang, Shouzheng - In: Computational Statistics & Data Analysis 69 (2014) C, pp. 173-183

, using first order conditional expansion (FOCE) and the expectation–maximization (EM) algorithm. The FOCE–EM algorithm was …

Persistent link: https://www.econbiz.de/10010871365

Mixtures of equispaced normal distributions and their use for testing symmetry with univariate data

Bacci, Silvia; Bartolucci, Francesco - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 262-272

constrained and unconstrained log-likelihoods, by means of the Expectation–Maximization algorithm, symmetry is tested against …

Persistent link: https://www.econbiz.de/10010871403

Lower confidence limit for reliability based on grouped data using a quantile-filling algorithm

Zhang, Mimi; Hu, Qingpei; Xie, Min; Yu, Dan - In: Computational Statistics & Data Analysis 75 (2014) C, pp. 96-111

The aim of this paper is to propose an approach to constructing lower confidence limits for a reliability function and investigate the effect of a sampling scheme on the performance of the proposed approach. This is accomplished by using a data-completion algorithm and certain Monte Carlo...

Persistent link: https://www.econbiz.de/10010871428