On the Limitations of Multivariate Phase-Type Families

DOI10.1287/OPRE.38.3.519MaRDI QIDQ5748661zbMATH OpenOpenAlexFDO

Authors Colm Art O'Cinneide

Publication date 1990

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.38.3.519

zbMATH Keywords

multivariate phase-type familyphase-type random variablesreliability

Mathematics Subject Classification ID

Distribution theory (60E99)

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Cited in

(8)

• Association of multivariate phase-type distributions, with applications to shock models.
• Symmetric PH and EP distributions and their applications to the probability Hough transform
• Convolutions of multivariate phase-type distributions
• Extreme behavior of multivariate phase-type distributions
• Analysis of a multivariate claim process
• On some properties of bivariate exponential distributions
• Multivariate Phase-Type Distributions
• Multivariate matrix-exponential distributions

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