Magazine article from our research archive:
|
|
Estimation in the mixture of Markov chains moving with different speeds.
- Article from:
-
Journal of the American Statistical Association
- Article date:
-
September 1, 2005
- Author:
-
|
Copyright informationCOPYRIGHT 2005 American Statistical Association. This material is published under license from the publisher through the Gale Group, Farmington Hills, Michigan. All inquiries regarding rights should be directed to the Gale Group. (Hide copyright information)
|
This article considers a new mixture of time-homogeneous finite Markov chains where the mixing is on the rate of movement and develops the EM algorithm for maximum likelihood estimation of the parameters of the mixture. Continuous- and discrete-time versions of the mixture are defined, and their estimation is considered separately. The developed methods are illustrated with an application to modeling bond ratings migration. The class of mixture models proposed in this article provides a framework for modeling population heterogeneity with respect to the rate of movement. The proposed mixture subsumes the mover-stayer model, which has been widely used in applications.
KEY WORDS: Bond ...
<1, or [[gamma].sub.i,m]>
Related newspaper, magazine, and journal articles:
|
ELECTROPHILIC HALOGENATION OF nido-5,6-C^sub 2^B^sub 8^H^sub 12^
Collection of Czechoslovak Chemical Communications;
November 1, 2006 ;
700+ words
...Room-temperature chlorination of the dicarbaborane nido-5,6-C^sub 2^B^sub 8^H^sub 12^ (1) with CCl^sub 4^ in the presence of anhydrous AlCl^sub 3^ yielded a mixture of 7-Cl-5,6-C^sub 2^B^sub 8^H...
|
|
|
POLYHEDRAL MONOCARBABORANE CHEMISTRY. FUNCTIONALITY AND ISOMERISM:...
Collection of Czechoslovak Chemical Communications;
November 1, 2005 ;
700+ words
...Reaction of NC^sub 5^H^sub 4^-2-NH^sub 2^ with the [6-Ph-nido-6-CB^sub 9^H^sub 11^]^sup -^ anion (1) in the presence of hydrated FeCl^sub 3^ gives [6-Ph-9-(NC^sub 5^H^sub 4^-2-NH^sub 2^)-arachno-6-CB^sub 9^H^sub 12^] (4) and thence ...
|
|
Solid-Solid Reactions in the Ca^sub 3^(AsO^sub 4^)^sub 2^-Ca^sub 2^SiO^sub...
Metallurgical and Materials Transactions;
February 1, 2006 ;
700+ words
...Exploratory laboratory-scale tests were performed in order to identify the solid phases present in the Ca^sub 2^SiO^sub 4^-Ca^sub 3^(AsO^sub 4^)^sub 2^ binary system and in the Ca^sub 2^SiO^sub 4^-Ca^sub 3^(AsO^sub 4^)2-CaSO^sub 4^-CaO system...
|
|
Molecular Basis for the Dynamic Strength of the Integrin a^sub 4^B^sub...
Biophysical Journal;
November 1, 2004 ;
700+ words
...ABSTRACT Intercellular adhesion mediated by integrin ?^sub 4^?^sub 1^ and vascular cell adhesion molecule-1 (VCAM-1) plays...leukocytes onto the vascular endothelium. Essential to the ?^sub 4^?^sub 1^/VCAM-1 interaction is its mechanical strength...
|
|
|
Thermodynamics and Kinetics of the Formation of Al^sub 2^O^sub 3^/...
Metallurgical and Materials Transactions;
April 1, 2008 ;
700+ words
...The formation of Al^sub 2^O^sub 3^, MgAl^sub 2^O^sub 4^, and MgO has been widely studied in different Al base metal matrix composites, but the studies on thermodynamic aspects of the Al^sub 2^O^sub 3^/ MgAl^sub 2^O^sub 4^/MgO phase equilibria have...
|
|
|
Quantitative characterization of the microstructure of two-phase TiB^sub...
Metallurgical and Materials Transactions;
November 1, 2003 ;
700+ words
...Two-phase TiB^sub 2^ + Al^sub 2^O^sub 3^ ceramics with an interconnected or dispersed TiB^sub 2^ (minor)-phase microstructure can be produced by variations in processing parameters. A standard method of quantitative characterization of the microstructural...
|
|
cis-Regulatory Elements for Mesophyll-Specific Gene Expression in the...
Plant Cell;
May 1, 2004 ;
700+ words
...C^sub 4^ photosynthesis depends on the strict compartmentalization...mesophyll-specific expression of the gene encoding the C^sub 4^ isoform of phosphoenolpyruvate carboxylase (ppcA1) of the C^sub 4^ dicot Flaveria trinervia. To elucidate and understand...
|
|
|
Thermal Stability, Glass-Formation Ability, and Mechanical Properties of...
Metallurgical and Materials Transactions;
August 1, 2008 ;
700+ words
...Bulk amorphous alloys of (Zr^sub 41.2^Ti^sub 13.8^Cu^sub 12.5^Ni^sub 10^Be^sub 22.5^)^sub 100-x^Nb^sub x^ with x = 0, 5, 11, and 13 were prepared by water quenching. Differential scanning calorimeter (DSC) analysis revealed that the addition of Nb...
|
|
|
Mechanical Behaviors of Chromium- or Niobium-Modified Ni^sub 47.5^Al^sub...
Metallurgical and Materials Transactions;
January 1, 2006 ;
700+ words
...The microstructure of the Ni^sub 47.5^Al^sub 25^Fe^sub 27.5^ alloy was modified by adding Cr or Nb to improve its tensile properties. Increasing the Cr content increased the volume fraction of the interdendritic regions and, subsequently, increased...
|
|
|
A Reinvestigation of Phase Equilibria in the System Al^sub 2^O^sub...
Metallurgical and Materials Transactions;
April 1, 2005 ;
700+ words
...The phase equilibria and liquidus temperatures in the binary SiO^sub 2^-ZnO system and in the ternary Al^sub 2^O^sub 3^-SiO^sub 2^-ZnO system at low Al^sub 2^O^sub 3^ concentrations have been experimentally determined...
|
|
|
Communications: The Pressure of Al^sub 2^O and Al in Equilibrium with a...
Metallurgical and Materials Transactions;
October 1, 2004 ;
700+ words
...Knowledge of the vapor pressures of Al^sub 2^O and Al in equilibrium with Al^sub 4^C^sub 3^-Al^sub 2^O^sub 3^ slags at high temperatures (1950 C to 2020 C) is critical for evaluation and control of carbothermic reduction for producing aluminum, and...
|
See all results.
Or, try our
Advanced Search.
|