ML estimation for multivariate shock models via an EM algorithm

DOI10.1007/BF02523395zbMATH Open1047.62052MaRDI QIDQ1880997FDOQ1880997

Dimitris Karlis

Publication date: 27 September 2004

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationMarshall-Olkin distributionmultivariate reduction

Mathematics Subject Classification ID

Point estimation (62F10) Multivariate distribution of statistics (62H10) Reliability and life testing (62N05) Estimation in multivariate analysis (62H12)

Cites Work

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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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