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  2. EM algorithm and GMM model - Wikipedia

    en.wikipedia.org/wiki/EM_Algorithm_And_GMM_Model

    Firstly, the model parameters and the () can be randomly initialized. In the E-step, the algorithm tries to guess the value of () based on the parameters, while in the M-step, the algorithm updates the value of the model parameters based on the guess of () of the E-step. These two steps are repeated until convergence is reached.

  3. Generalized method of moments - Wikipedia

    en.wikipedia.org/wiki/Generalized_method_of_moments

    In econometrics and statistics, the generalized method of moments (GMM) is a generic method for estimating parameters in statistical models.Usually it is applied in the context of semiparametric models, where the parameter of interest is finite-dimensional, whereas the full shape of the data's distribution function may not be known, and therefore maximum likelihood estimation is not applicable.

  4. Lars Peter Hansen - Wikipedia

    en.wikipedia.org/wiki/Lars_Peter_Hansen

    Hansen is best known as the developer of the econometric technique generalized method of moments (GMM) and has written and co-authored papers applying GMM to analyze economic models in numerous fields including labor economics, international finance, finance and macroeconomics. This method has been widely adopted in economics and other fields ...

  5. Generalized estimating equation - Wikipedia

    en.wikipedia.org/wiki/Generalized_estimating...

    Examples of variance structure specifications include independence, exchangeable, autoregressive, stationary m-dependent, and unstructured. The most popular form of inference on GEE regression parameters is the Wald test using naive or robust standard errors, though the Score test is also valid and preferable when it is difficult to obtain ...

  6. Marketing mix modeling - Wikipedia

    en.wikipedia.org/wiki/Marketing_mix_modeling

    Marketing mix modeling (MMM) is an analytical approach that uses historic information to quantify impact of marketing activities on sales. Example information that can be used are syndicated point-of-sale data (aggregated collection of product retail sales activity across a chosen set of parameters, like category of product or geographic market) and companies’ internal data.

  7. Diagram (mathematical logic) - Wikipedia

    en.wikipedia.org/wiki/Diagram_(mathematical_logic)

    In model theory, a branch of mathematical logic, the diagram of a structure is a simple but powerful concept for proving useful properties of a theory, for example the amalgamation property and the joint embedding property, among others.

  8. GE multifactorial analysis - Wikipedia

    en.wikipedia.org/wiki/GE_multifactorial_analysis

    SBU's in the matrix can be represented as a circle; the radius exhibits the size of the market, the SBU's holdings in the market are equated through a pie chart within the circle and an arrow outside the circle shows the standing of the SBU expected in the future. In the image attached for example, an SBU holds 45% of the market's shares.

  9. Purchase funnel - Wikipedia

    en.wikipedia.org/wiki/Purchase_funnel

    An example of a typical purchase funnel. The purchase funnel, or purchasing funnel, is a consumer-focused marketing model that illustrates the theoretical customer journey toward the purchase of a good or service. This staged process is summarized below: