Fitting with Matrix-Exponential Distributions

DOI10.1081/STM-200056227zbMath1065.62097MaRDI QIDQ5462795

Mark Fackrell

Publication date: 27 July 2005

Published in: Stochastic Models (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationphase-type distributionsemi-infinite programmingrational Laplace-Stieltjes transformmatrix-exponential distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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