ML estimation for multivariate shock models via an EM algorithm
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Publication:1880997
DOI10.1007/BF02523395zbMATH Open1047.62052MaRDI QIDQ1880997FDOQ1880997
Authors: Dimitris Karlis 
Publication date: 27 September 2004
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
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Point estimation (62F10) Multivariate distribution of statistics (62H10) Reliability and life testing (62N05) Estimation in multivariate analysis (62H12)
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Cited In (16)
- A new bivariate lifetime distribution: properties, estimations and its extension
- A bivariate failure time model with random shocks and mixed effects
- JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS
- Estimating the parameters of the Marshall-Olkin bivariate Weibull distribution by EM algorithm
- Bayes estimation for the Marshall-Olkin bivariate Weibull distribution
- Modeling bivariate lifetimes based on expected present values of residual lives
- A Reconciliation of the Top-Down and Bottom-Up Approaches to Risk Capital Allocations: Proportional Allocations Revisited
- A class of absolutely continuous bivariate distributions
- Multivariate distributions with proportional reversed hazard marginals
- Multivariate extension of modified Sarhan-Balakrishnan bivariate distribution
- Statistical Inference for a New Class of Multivariate Pareto Distributions
- Extended Marshall–Olkin Model and Its Dual Version
- Objective Bayesian analysis for bivariate Marshall-Olkin exponential distribution
- Recent developments about Marshall-Olkin bivariate distribution
- Archimedean-based Marshall-Olkin distributions and related dependence structures
- Bivariate semi-parametric singular family of distributions and its applications
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