Fitting inhomogeneous phase‐type distributions to data: the univariate and the multivariate case (Q5872946)
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scientific article; zbMATH DE number 7638422
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| English | Fitting inhomogeneous phase‐type distributions to data: the univariate and the multivariate case |
scientific article; zbMATH DE number 7638422 |
Statements
Fitting inhomogeneous phase‐type distributions to data: the univariate and the multivariate case (English)
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5 January 2023
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heavy tails
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inhomogeneous phase-type
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matrix Pareto distribution
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matrix Weibull distribution
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multivariate phase-type
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parameter estimation
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