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  2. EM algorithm and GMM model - Wikipedia

    en.wikipedia.org/wiki/EM_Algorithm_And_GMM_Model

    The EM algorithm consists of two steps: the E-step and the M-step. 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.

  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. Generalized estimating equation - Wikipedia

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

    In statistics, a generalized estimating equation (GEE) is used to estimate the parameters of a generalized linear model with a possible unmeasured correlation between observations from different timepoints.

  5. Estimating equations - Wikipedia

    en.wikipedia.org/wiki/Estimating_equations

    In statistics, the method of estimating equations is a way of specifying how the parameters of a statistical model should be estimated. This can be thought of as a generalisation of many classical methods—the method of moments , least squares , and maximum likelihood —as well as some recent methods like M-estimators .

  6. Method of moments (statistics) - Wikipedia

    en.wikipedia.org/wiki/Method_of_moments_(statistics)

    In statistics, the method of moments is a method of estimation of population parameters. The same principle is used to derive higher moments like skewness and kurtosis. It starts by expressing the population moments (i.e., the expected values of powers of the random variable under consideration) as functions of the parameters of interest. Those ...

  7. Arellano–Bond estimator - Wikipedia

    en.wikipedia.org/wiki/Arellano–Bond_estimator

    In econometrics, the Arellano–Bond estimator is a generalized method of moments estimator used to estimate dynamic models of panel data.It was proposed in 1991 by Manuel Arellano and Stephen Bond, [1] based on the earlier work by Alok Bhargava and John Denis Sargan in 1983, for addressing certain endogeneity problems. [2]

  8. Trump's sway over Republicans stronger than ever, but ... - AOL

    www.aol.com/trumps-sway-over-republicans...

    Popular Republican Gov. Chris Sununu of New Hampshire, who has long been a vocal Trump critic, says there's still room in the GOP for those outside the MAGA and America First base.

  9. Hidden Markov model - Wikipedia

    en.wikipedia.org/wiki/Hidden_Markov_model

    Figure 1. Probabilistic parameters of a hidden Markov model (example) X — states y — possible observations a — state transition probabilities b — output probabilities. In its discrete form, a hidden Markov process can be visualized as a generalization of the urn problem with replacement (where each item from the urn is returned to the original urn before the next step). [7]