Fitting discrete phase-type distribution from censored and truncated observations with pre-specified hazard sequence
DOI10.1016/J.ORL.2020.02.009OpenAlexW3009900631MaRDI QIDQ2183193FDOQ2183193
Authors: Stephane Barde, Young Myoung Ko, Hayong Shin 
Publication date: 26 May 2020
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2020.02.009
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phase-type distributionmaximum likelihood estimatorMarkov decision processlife-time dataleft-truncated \& right-censoredhazard sequence
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- Improvement of expectation–maximization algorithm for phase‐type distributions with grouped and truncated data
- Left truncated and right censored Weibull data and likelihood inference with an illustration
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