Extensions of estimation methods using the EM algorithm (Q1176713): Difference between revisions

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+Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
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+A Note on the Computation of the Tobit Estimator
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+The Asymptotic Properties of a Maximum Likelihood Estimator for a Model of Markets in Disequilibrium
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+Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model
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+A Note on Switching Regressions and Logistic Discrimination
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+A statistical model for the analysis of ordinal level dependent variables
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+Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model
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+Simulation and the Asymptotics of Optimization Estimators
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+Estimation of the Two-Limit Probit Regression Model
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+Identification in Parametric Models
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+EM algorithms for ML factor analysis
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+Some Inequalities on Mill's Ratio and Related Functions
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+AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
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+Alternative algorithms for the estimation of dynamic factor, mimic and varying coefficient regression models
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+On the convergence properties of the EM algorithm
@@ Property / cites work: On the convergence properties of the EM algorithm / rank @@
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+https://doi.org/10.1016/0304-4076(91)90001-t
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+Publication:1176713