Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application. (English) Zbl 07887835
MSC:
62-XX
Found 231 Documents (Results 1–100)
Improvements on scalable stochastic Bayesian inference methods for multivariate Hawkes process. (English) Zbl 1539.62021
Statistical inference for Gompertz distribution under adaptive type-II progressive hybrid censoring. (English) Zbl 07856518
MSC:
62N02
A multivariate heavy-tailed integer-valued GARCH process with EM algorithm-based inference. (English) Zbl 1536.62010
A latent mixture model for heterogeneous causal mechanisms in Mendelian randomization. (English) Zbl 07832594
MSC:
62Pxx
Bayesian-frequentist hybrid inference in applications with small sample sizes. (English) Zbl 07872104
MSC:
62-XX
Regression analysis of spatially correlated event durations with missing origins annotated by longitudinal measures. (English) Zbl 07764891
MSC:
62-XX
Small area estimation of general finite-population parameters based on grouped data. (English) Zbl 1543.62101
MSC:
62-08
Efficient data augmentation techniques for some classes of state space models. (English) Zbl 07708430
MSC:
62-XX
Markov regime-switching Heston model with CIR model framework and pricing VIX and S&P500 American put option. (English) Zbl 07831127
Prediction of future censored lifetimes from mixture exponential distribution. (English) Zbl 07575566
Computation of probabilities of mixed Poisson-Weibull distribution. (English) Zbl 1499.62025
Balasubramaniam, P. (ed.) et al., Mathematical modelling and computational intelligence techniques, ICMMCIT-2021, Gandhigram, India, February 10–12, 2021. Singapore: Springer. Springer Proc. Math. Stat. 376, 93-109 (2021).
Bayesian estimation for the extended \(t\)-process regression models with independent errors. (English) Zbl 1475.62125
Inference of progressively type-II censored competing risks data from Chen distribution with an application. (English) Zbl 1521.62231
MSC:
62-XX
A general method of computing mixed Poisson probabilities by Monte Carlo sampling. (English) Zbl 1510.60002
A classical invariance approach to the normal mixture problem. (English) Zbl 1453.62551
Reviewer: Denis Sidorov (Irkutsk)
Properties of the stochastic approximation EM algorithm with mini-batch sampling. (English) Zbl 1458.62184
How well do SEM algorithms imitate EM algorithms? A non-asymptotic analysis for mixture models. (English) Zbl 1474.62457
Maximum likelihood estimation of the parameters of a multiple step-stress model from the Birnbaum-Saunders distribution under time-constraint: a comparative study. (English) Zbl 07551068
Approximate composite marginal likelihood inference in spatial generalized linear mixed models. (English) Zbl 1516.62336
MSC:
62-XX
Statistical analysis of bivariate failure time data based on bathtub-shaped failure rate model. (English) Zbl 1438.62102
Accelerate training of restricted Boltzmann machines via iterative conditional maximum likelihood estimation. (English) Zbl 1502.62027
Estimation of a digitised Gaussian ARMA model by Monte Carlo expectation maximisation. (English) Zbl 1507.62101
Semiparametric regression analysis of clustered survival data with semi-competing risks. (English) Zbl 1469.62128
Estimation of the Burr type III distribution with application in unified hybrid censored sample of fracture toughness. (English) Zbl 1516.62528
MSC:
62-XX
Regime-switching stochastic volatility model: estimation and calibration to VIX options. (English) Zbl 1398.91593
A comparison of the \(L_2\) minimum distance estimator and the EM-algorithm when fitting \(k\)-component univariate normal mixtures. (English) Zbl 1416.62148
Multi-period multi-criteria (MPMC) valuation of American options based on entropy optimization principles. (English) Zbl 1376.91165
A new modified EM algorithm based on MCLasso in compositional data. (Chinese. English summary) Zbl 1374.62074
MSC:
62H25
The compound class of linear failure rate-power series distributions: model, properties, and applications. (English) Zbl 1381.60038
Two-sample prediction for progressively type-II censored Weibull lifetimes. (English) Zbl 1360.62469
Multilevel zero-inflated generalized Poisson regression modeling for dispersed correlated count data. (English) Zbl 1487.62087
Modelling receiver operating characteristic curves using Gaussian mixtures. (English) Zbl 1468.62035
Estimation of a discriminant function from a mixture of two Burr type III distributions. (English) Zbl 1348.62059
Semiparametric efficient estimation for shared-frailty models with doubly-censored clustered data. (English) Zbl 1341.62285
A non linear mixed effects model of plant growth and estimation via stochastic variants of the EM algorithm. (English) Zbl 1341.62310
Multivariate mixtures of normal distributions: properties, random vector generation, fitting, and as models of market daily changes. (English) Zbl 1359.60031
A regularized particle filter EM algorithm based on Gaussian randomization with an application to plant growth modeling. (English) Zbl 1347.60139
Statistical unfolding of elementary particle spectra: empirical Bayes estimation and bias-corrected uncertainty quantification. (English) Zbl 1454.62533
MSC:
62P35
Identifiability and comparison of estimation methods on Weibull mixture models. (English) Zbl 1320.62148
Parameter estimation of type-II hybrid censored weighted exponential distribution. (English) Zbl 1328.62126
Maximum-likelihood asymptotic inference for autoregressive Hilbertian processes. (English) Zbl 1343.60019
A family of autoregressive conditional duration models applied to financial data. (English) Zbl 1506.62105
Parameter estimation via stochastic variants of the ECM algorithm with applications to plant growth modeling. (English) Zbl 1506.62179
A mixture of Gaussians approach to mathematical portfolio oversight: the EF3M algorithm. (English) Zbl 1308.91185
The exponentiated Weibull-geometric distribution: properties and estimations. (English) Zbl 1305.62075
Estimating the scaled mutation rate and mutation bias with site frequency data. (English) Zbl 1304.92100
On convergence properties of the Monte Carlo EM algorithm. (English) Zbl 1329.62287
Jones, Galin (ed.) et al., Advances in modern statistical theory and applications. A Festschrift in honor of Morris L. Eaton. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 978-0-940600-84-3). Institute of Mathematical Statistics Collections 10, 43-62 (2013).
The stochastic EM algorithm for censored mixed models. (English) Zbl 1302.65014
Dick, Josef (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2012. Proceedings of the 10th international conference on ‘Monte Carlo and quasi-Monte Carlo methods in scientific computing’, Sydney, Australia, February 13–17, 2012. Berlin: Springer (ISBN 978-3-642-41094-9/hbk; 978-3-642-41095-6/ebook). Springer Proceedings in Mathematics & Statistics 65, 553-567 (2013).
Missing data estimation in AR\((p)\) models. (Chinese. English summary) Zbl 1299.62010
Nonlinear mixed-effects state space models with applications to HIV dynamics. (English) Zbl 1283.62224
Estimation of a discriminant function from a mixture of two inverse Weibull distributions. (English) Zbl 1348.62071
Discriminating between the bivariate generalized exponential and bivariate Weibull distributions. (English) Zbl 1449.62132
Random mean models for mixed continuous and discrete clustered outcomes. (English) Zbl 1417.62193
Proceedings of the annual international conference on computational mathematics, computational geometry and statistics (CMCGS 2012), Singapore, January 30–31, 2012. Singapore: Global Science and Technology Forum (GSTF). 147-151 (2012).
Bayesian analysis of quantile regression for censored dynamic panel data. (English) Zbl 1304.65047
MSC:
62-08
A hybrid EM and Monte Carlo EM algorithm and its application to analysis of transmission of infectious diseases. (English) Zbl 1259.62107
Left truncated and right censored Weibull data and likelihood inference with an illustration. (English) Zbl 1255.62309
Model-based replacement of rounded zeros in compositional data: classical and robust approaches. (English) Zbl 1255.62116
Modeling left-truncated and right-censored survival data with longitudinal covariates. (English) Zbl 1257.62114
Latent class models for joint analysis of disease prevalence and high-dimensional semicontinuous biomarker data. (English) Zbl 1239.62143
Analytic calculations for the EM algorithm for multivariate skew-\(t\) mixture models. (English) Zbl 1244.65012
Efficient direct sampling MCEM algorithm for latent variable models with binary responses. (English) Zbl 1243.65017
Model selection of generalized partially linear models with missing covariates. (English) Zbl 1225.62101
Quantifying simulator discrepancy in discrete-time dynamical simulators. (English) Zbl 1306.62361
MSC:
62P12
Particle-based likelihood inference in partially observed diffusion processes using generalised Poisson estimators. (English) Zbl 1274.62564
MCMC-based estimation methods for continuous longitudinal data with non-random (non)-monotone missingness. (English) Zbl 1247.62142
Heteroscedastic normal-exponential mixture models: Bayesian and classical approaches. (English) Zbl 1466.62267
Accounting for spot matching uncertainty in the analysis of proteomics data from two-dimensional gel electrophoresis. (English) Zbl 1230.92017
Robust graphical modeling of gene networks using classical and alternative \(t\)-distributions. (English) Zbl 1232.62083
Modelling inverse Gaussian data with censored response values: EM versus MCMC. (English) Zbl 1223.65009
Multivariate linear regression with non-normal errors: a solution based on mixture models. (English) Zbl 1221.62106
Likelihood inference for lognormal data with left truncation and right censoring with an illustration. (English) Zbl 1221.62038
Simultaneous inference and bias analysis for longitudinal data with covariate measurement error and missing responses. (English) Zbl 1216.62181
Filter Results by …
Document Type
- Journal Articles (219)
- Collection Articles (6)
- Books (6)
all
top 5
Author
- Ibrahim, Joseph George (8)
- Balakrishnan, Narayanaswamy (5)
- Chen, Minghui (5)
- Wang, Jane-Ling (5)
- Wu, Lang (5)
- Al-Moisheer, A. S. (4)
- Kundu, Debasis (4)
- Lee, Sik-Yum (4)
- Sultan, Khalaf Salman (4)
- Tanner, Martin A. (4)
- Cournède, Paul-Henry (3)
- Herring, Amy H. (3)
- Jank, Wolfgang S. (3)
- Kobayashi, Genya (3)
- Li, Yong (3)
- Lipsitz, Stuart R. (3)
- Liu, Chuanhai (3)
- Moulines, Eric (3)
- Rubin, Donald Bruce (3)
- Shi, Jianqing (3)
- Su, Yu-Ru (3)
- Trevezas, Samis (3)
- Tseng, Yi-Kuan (3)
- Yao, Weixin (3)
- Yu, Jun (3)
- Chen, Xuedong (2)
- Das, Kalyan (2)
- Eickhoff, Jens C. (2)
- Fahrmeir, Ludwig (2)
- Fearnhead, Paul (2)
- Fort, Gersende (2)
- Fu, Yingzi (2)
- Govaert, Gérard (2)
- Guo, Sunwei (2)
- Han, Gang (2)
- Hsieh, Fushing (2)
- Hu, X. Joan (2)
- Kawakubo, Yuki (2)
- Kuhn, Estelle (2)
- Lavielle, Marc (2)
- Leiva, Víctor (2)
- Liu, Wei (2)
- Low, Yeh-Ching (2)
- McNicholas, Paul D. (2)
- Meng, Xiaoli (2)
- Mitra, Debanjan (2)
- Ng, Hon Keung Tony (2)
- Olsson, Jimmy (2)
- Ong, Seng-Huat (2)
- Rezakhah, Saeid (2)
- Thompson, Elizabeth A. (2)
- Tutz, Gerhard E. (2)
- van Dyk, David A. (2)
- Achcar, Jorge Alberto (1)
- Ahmed, Abeer S. (1)
- Ahmed, Essam A. (1)
- Akman, Olcay (1)
- Alam, Farouq Mohammad A. (1)
- Albert, Jeffrey M. (1)
- Albert, Paul S. (1)
- Alhussain, Ziyad Ali (1)
- Almasi, Afshin (1)
- Amemiya, Yasuo (1)
- An, Xinming (1)
- Andersen, Per Kragh (1)
- Anderson, Gregory J. (1)
- Andersson, Jonas (1)
- Anyfantaki, Sofia (1)
- Asyali, Musa H. (1)
- Atkinson, Anthony C. (1)
- Baey, Charlotte (1)
- Bai, Xiuqin (1)
- Baik, Jee-Seon (1)
- Barham, Siok Y. (1)
- Barreto-Souza, Wagner (1)
- Basford, Kaye Enid (1)
- Bdair, Omar M. (1)
- Beal, Matthew J. (1)
- Beccarini, Andrea (1)
- Bentler, Peter M. (1)
- Beskos, Alexandros (1)
- Beunckens, Caroline (1)
- Biernacki, Christophe (1)
- Bilder, Christopher R. (1)
- Bladt, Mogens (1)
- Blömer, Johannes (1)
- Bock, R. Darrell (1)
- Bondesson, Lennart (1)
- Borkar, Vivek Shripad (1)
- Bottai, Matteo (1)
- Boyer, John E. jun. (1)
- Brannas, Kurt (1)
- Brauer, Sascha (1)
- Braun, Willard John (1)
- Breidt, F. Jay (1)
- Breslaw, Jon A. (1)
- Bujna, Kathrin (1)
- Bushman, Brad J. (1)
- Caffo, Brian S. (1)
- Cappé, Olivier (1)
- and 333 more Authors
all
top 5
Serial
- Comput. Stat. Data Anal. (21)
- Biometrics (19)
- Commun. Stat., Simulation Comput. (11)
- Commun. Stat., Theory Methods (9)
- Stat. Sin. (9)
- J. Appl. Stat. (9)
- J. Am. Stat. Assoc. (8)
- J. R. Stat. Soc., Ser. B, Stat. Methodol. (7)
- J. Econom. (6)
- Stat. Comput. (6)
- Biometrika (5)
- Comput. Stat. (5)
- J. Stat. Comput. Simulation (5)
- Scand. J. Stat. (4)
- Ann. Stat. (4)
- J. Stat. Plann. Inference (4)
- Springer Ser. Stat. (4)
- Psychometrika (3)
- Biostatistics (3)
- Stat. Model. (3)
- Ann. Appl. Stat. (3)
- Can. J. Stat. (2)
- Biom. J. (2)
- J. Multivariate Anal. (2)
- Stat. Probab. Lett. (2)
- J. Time Ser. Anal. (2)
- Stat. Sci. (2)
- Methodol. Comput. Appl. Probab. (2)
- Quant. Finance (2)
- J. Agric. Biol. Environ. Stat. (2)
- Adv. Appl. Probab. (1)
- Am. Stat. (1)
- Metrika (1)
- Appl. Math. Comput. (1)
- Math. Comput. Simul. (1)
- Metron (1)
- Sankhyā, Ser. B (1)
- S. Afr. Stat. J. (1)
- Stat. Neerl. (1)
- Theor. Popul. Biol. (1)
- J. R. Stat. Soc., Ser. C (1)
- J. Classif. (1)
- Chin. J. Appl. Probab. Stat. (1)
- Econom. Rev. (1)
- IMA J. Math. Appl. Med. Biol. (1)
- J. Econ. Dyn. Control (1)
- Math. Appl. (1)
- Stochastic Hydrology Hydraul. (1)
- Signal Process. (1)
- Econ. Lett. (1)
- Eur. J. Oper. Res. (1)
- Int. J. Comput. Math. (1)
- J. R. Stat. Soc., Ser. B (1)
- Mem. Fac. Sci., Kochi Univ., Ser. A (1)
- Comput. Econ. (1)
- Stat. Pap. (1)
- Appl. Math. Finance (1)
- Lifetime Data Anal. (1)
- Bernoulli (1)
- INFORMS J. Comput. (1)
- ESAIM, Probab. Stat. (1)
- Far East J. Theor. Stat. (1)
- Econom. J. (1)
- J. R. Stat. Soc., Ser. C, Appl. Stat. (1)
- Korean J. Comput. Appl. Math. (1)
- Appl. Stoch. Models Bus. Ind. (1)
- Braz. J. Probab. Stat. (1)
- Adv. Appl. Stat. (1)
- Iran. J. Sci. Technol., Trans. A, Sci. (1)
- Sādhanā (1)
- Math. Rep., Buchar. (1)
- J. Fuzhou Univ., Nat. Sci. (1)
- Stat. Methods Appl. (1)
- Stat. Methodol. (1)
- J. Korean Stat. Soc. (1)
- Lect. Notes Stat. (1)
- Adv. Data Anal. Classif., ADAC (1)
- Electron. J. Stat. (1)
- J. Iran. Stat. Soc. JIRSS (1)
- Stat. Interface (1)
- Adv. Decis. Sci. (1)
- Sankhyā, Ser. B (1)
- Commun. Appl. Math. Comput. (1)
- Chil. J. Stat. (1)
- Bayesian Anal. (1)
- Commun. Math. Stat. (1)
- Commun. Stat. Appl. Methods (1)
- J. Yunnan Minzu Univ., Nat. Sci. (1)
- Stat. Comput. (Cham) (1)
all
top 5
Year of Publication
- 2024 (5)
- 2023 (5)
- 2022 (2)
- 2021 (3)
- 2020 (5)
- 2019 (9)
- 2018 (4)
- 2017 (7)
- 2016 (8)
- 2015 (8)
- 2014 (8)
- 2013 (9)
- 2012 (14)
- 2011 (12)
- 2010 (7)
- 2009 (13)
- 2008 (9)
- 2007 (6)
- 2006 (11)
- 2005 (11)
- 2004 (6)
- 2003 (6)
- 2002 (10)
- 2001 (10)
- 2000 (4)
- 1999 (7)
- 1998 (1)
- 1997 (8)
- 1996 (5)
- 1995 (2)
- 1994 (4)
- 1993 (3)
- 1992 (1)
- 1991 (4)
- 1986 (1)
- 1984 (2)
- 1982 (1)
all
top 3
Software
- R (13)
- PRMLT (6)
- SemiPar (5)
- Fahrmeir (4)
- SPLIDA (4)
- bootstrap (4)
- tsbridge (4)
- GLLAMM (3)
- Stata (3)
- fda (R) (3)
- BayesDA (2)
- EQS (2)
- LISREL (2)
- Mplus (2)
- Ox (2)
- astsa (2)
- flexmix (2)
- mclust (2)
- nleqslv (2)
- robustbase (2)
- sn (2)
- spBayes (2)
- AS 47 (1)
- BILOG (1)
- BUGS (1)
- CODA (1)
- COUNT (1)
- EMMIX (1)
- EMMIX-skew (1)
- ElemStatLearn (1)
- Emmixuskew (1)
- FUNFITS (1)
- GAMLSS (1)
- GLIM (1)
- GSM (1)
- GWAS Catalog (1)
- Gibbsit (1)
- Julia (1)
- KELLEY (1)
- LOWESS (1)
- MASS (R) (1)
- MEMSS (1)
- Matlab (1)
- Mixmod (1)
- Monomvn (1)
- NONMEM (1)
- NUTS (1)
- Optim (1)
- PYGMALION (1)
- Pinnacle (1)
- PyHawkes (1)
- RiskMetrics (1)
- S-PLUS (1)
- SAS (1)
- SQUAREM (1)
- SSS (1)
- Stan (1)
- TESTFACT (1)
- TSA (1)
- UCI-ml (1)
- UNLocBoX (1)
- WinBUGS (1)
- bernor (1)
- boa (1)
- bootlib (1)
- cluster (R) (1)
- ctmcd (1)
- fminsearch (1)
- gbs (1)
- gcmr (1)
- glasso (1)
- glmnet (1)
- hpHawkes (1)
- lars (1)
- mediation (1)
- minpack.lm (1)
- mixsmsn (1)
- mixtools (1)
- nimble (1)
- sae (1)
- simplexreg (1)
- spikeSlabGAM (1)
- tmvtnorm (1)
