EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"orthogonal parameters"
Narrow search

Narrow search

Year of publication
Subject
All
Orthogonal parameters 3 orthogonal parameters 3 ECM algorithm 2 ECME algorithm 2 EM algorithm 2 conjugate directions algorithm 2 missing data 2 Bartlett’s First Identity 1 Bayes intervals 1 Biased-corrected accelerated 1 Bivariate gamma-geometric law 1 Bootstrap 1 Characteristic function 1 Discrete distributions 1 Empirical distribution tests 1 Infinitely divisible distribution 1 Information matrix test 1 Lévy process 1 Maximum likelihood estimation 1 Monte Carlo simulation 1 Tobit model 1 local ancillarity 1 modified profile likelihood 1 nuisance parameters 1 panel data 1 rate of convergence 1 rate of convergence. 1
more ... less ...
Online availability
All
Undetermined 3 Free 2
Type of publication
All
Article 4 Book / Working Paper 2
Type of publication (narrower categories)
All
Working Paper 1
Language
All
English 3 Undetermined 3
Author
All
Sexton, Joe 2 Swensen, Anders Rygh 2 Barreto-Souza, Wagner 1 Chua, K. 1 Nicolaou, Anna 1 Ong, S. 1 Zambrano, Gabriel Jiménez 1
more ... less ...
Institution
All
Statistisk Sentralbyrå, Government of Norway 1
Published in...
All
Annals of the Institute of Statistical Mathematics 1 Computational Statistics 1 Discussion Papers 1 Discussion Papers / Statistisk Sentralbyrå, Government of Norway 1 Investigaciones Economicas 1 Journal of Multivariate Analysis 1
Source
All
RePEc 5 EconStor 1
Showing 1 - 6 of 6
Cover Image
Test of misspecification with application to negative binomial distribution
Chua, K.; Ong, S. - In: Computational Statistics 28 (2013) 3, pp. 993-1009
A misspecification test based directly on Bartlett’s First Identity is examined. This test is exemplified by the negative binomial distribution. A Monte Carlo simulation study has been conducted, in the context of testing distributional misspecification, and the performance of the proposed...
Persistent link: https://www.econbiz.de/10010847923
Saved in:
Cover Image
Bivariate gamma-geometric law and its induced Lévy process
Barreto-Souza, Wagner - In: Journal of Multivariate Analysis 109 (2012) C, pp. 130-145
In this article we introduce a three-parameter extension of the bivariate exponential-geometric (BEG) law (Kozubowski and Panorska, 2005) [4]. We refer to this new distribution as the bivariate gamma-geometric (BGG) law. A bivariate random vector (X,N) follows the BGG law if N has geometric...
Persistent link: https://www.econbiz.de/10011042072
Saved in:
Cover Image
ECM-algorithms that converge at the rate of EM
Sexton, Joe; Swensen, Anders Rygh - 1999
This paper describes a way of constructing an ECM algorithm such that it converges at the rate of the EM algorithm. The approach is motivated by the well known conjugate directions algorithm, and a special case of it is when the parameters corresponding to different CM steps are orthogonal....
Persistent link: https://www.econbiz.de/10011968015
Saved in:
Cover Image
ECM-algorithms that converge at the rate of EM
Sexton, Joe; Swensen, Anders Rygh - Statistisk Sentralbyrå, Government of Norway - 1999
This paper describes a way of constructing an ECM algorithm such that it converges at the rate of the EM algorithm. The approach is motivated by the well known conjugate directions algorithm, and a special case of it is when the parameters corresponding to different CM steps are orthogonal....
Persistent link: https://www.econbiz.de/10004980575
Saved in:
Cover Image
Modified maximum likelihood estimation of Tobit models with fixed effects: theory and an application to earnings equations
Zambrano, Gabriel Jiménez - In: Investigaciones Economicas 29 (2005) 3, pp. 575-607
to recover the orthogonal parameters, and study the characteristics of the estimators obtained with simulation methods …
Persistent link: https://www.econbiz.de/10005549469
Saved in:
Cover Image
Conditional properties of Bayesian interval estimates
Nicolaou, Anna - In: Annals of the Institute of Statistical Mathematics 46 (1994) 1, pp. 21-28
Persistent link: https://www.econbiz.de/10005184606
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...