Pages that link to "Item:Q4968598"
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The following pages link to Numerical Maximisation of Likelihood: A Neglected Alternative to EM? (Q4968598):
Displayed 15 items.
- Markov-switching generalized additive models (Q517407) (← links)
- Hidden semi-Markov-switching quantile regression for time series (Q830112) (← links)
- Statistical modelling of individual animal movement: an overview of key methods and a discussion of practical challenges (Q1622168) (← links)
- Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers (Q1658183) (← links)
- Compound unimodal distributions for insurance losses (Q1667415) (← links)
- Is EM really necessary here? Examples where it seems simpler not to use EM (Q2068900) (← links)
- Handling non-ignorable dropouts in longitudinal data: a conditional model based on a latent Markov heterogeneity structure (Q2348716) (← links)
- A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models (Q4619511) (← links)
- The Altham–Poisson distribution (Q4971428) (← links)
- Likelihood inference based on EM algorithm for the destructive length-biased Poisson cure rate model with Weibull lifetime (Q5084729) (← links)
- Dichotomous unimodal compound models: application to the distribution of insurance losses (Q5861418) (← links)
- Even More Direct Calculation of the Variance of a Maximum Penalized-Likelihood Estimator (Q5884419) (← links)
- Initialization of Hidden Markov and Semi‐Markov Models: A Critical Evaluation of Several Strategies (Q6088634) (← links)
- Spline‐based nonparametric inference in general state‐switching models (Q6089171) (← links)
- Computational issues in parameter estimation for hidden Markov models with template model builder (Q6181679) (← links)