Multivariate finite-support phase-type distributions

DOI10.1017/JPR.2020.65MaRDI QIDQ5139929zbMATH OpenOpenAlexFDO

Authors Celeste R. Pavithra, T. G. Deepak

Publication date 11 December 2020

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/jpr.2020.65

zbMATH Keywords

densenessEM algorithmmultivariate PH distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Continuous-time Markov processes on discrete state spaces (60J27) Point estimation (62F10)

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Cites work

• A New Class of Multivariate Phase Type Distributions
• A parametric estimation procedure for relapse time distributions
• Computing integrals involving the matrix exponential
• scientific article; zbMATH DE number 5080942 (Why is no real title available?)
• scientific article; zbMATH DE number 1183924 (Why is no real title available?)
• Multivariate Phase-Type Distributions
• On the theory of screening for chronic diseases
• Phase type distributions with finite support

Cited in

(9)

• Parameter estimation and computation of the Fisher information matrix for functions of phase type random variables
• Conditional multivariate distributions of phase-type for a finite mixture of Markov jump processes given observations of sample path
• Convolutions of multivariate phase-type distributions
• A semi-explicit density function for Kulkarni's bivariate phase-type distribution
• Phase type distributions with finite support
• Multivariate Phase-Type Distributions
• Parameter estimation of discrete multivariate phase-type distributions
• A New Class of Multivariate Phase Type Distributions
• scientific article; zbMATH DE number 967324 (Why is no real title available?)

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• EMpht

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