Implementation of the EM Algorithm for Maximum Likelihood Estimation of a Random Effects Model for One Longitudinal Ordinal Outcome

2010 Mathematics Subject Classification: 62J99.

A Note on Bayesian Estimation for the Negative-Binomial Model

2000 Mathematics Subject Classification: 62F15.

Trimmed Likelihood Estimation of the Parameters of the Generalized Extreme Value Distributions: a Monte-Carlo Study

2000 Mathematics Subject Classification: Primary 62F35; Secondary 62P99

Using Inside-Outside Algorithm for Estimation of the Offspring Distribution in Multitype Branching Processes

Multitype branching processes (MTBP) model branching structures, where the nodes of the resulting tree are particles of different types. Usually such a process is not observable in the sense of the whole tree, but only as the “generation” at a given moment in time, which consists of the number of particles of every type. This requires an EM-type algorithm to obtain a maximum likelihood (ML) estimate of the parameters of the branching process. Using a version of the inside-outside algorithm for stochastic context-free grammars (SCFG), such an estimate could be obtained for the offspring distribution of the process.

Study on Robustness of Strehler-Mildvan Model

2000 Mathematics Subject Classi cation: 62F35, 62F15

A Generalized Quasi-Likelihood Estimator for Nonstationary Stochastic Processes−Asymptotic Properties and Examples

2010 Mathematics Subject Classification: 62F12, 62M05, 62M09, 62M10, 60G42.