Likelihood estimation for generalized mixed exponential distributions

DOI10.1002/1520-6750(198704)34:2%3C251::AID-NAV3220340210%3E3.0.CO;2-KMaRDI QIDQ3750787zbMATH OpenOpenAlexFDO

Authors Carl M. Harris, Edward A. Sykes

Publication date 1987

Full work available at URL https://doi.org/10.1002/1520-6750(198704)34:2%3C251::aid-nav3220340210%3E3.0.co;2-k

zbMATH Keywords

maximum-likelihood estimationJacobi type algorithmgeneralized exponential mixtureslinear combinations of exponential densities

Mathematics Subject Classification ID

Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• scientific article; zbMATH DE number 3113174 (Why is no real title available?)
• scientific article; zbMATH DE number 3731128 (Why is no real title available?)
• Minimization of functions having Lipschitz continuous first partial derivatives

Cited in

(7)

• Likelihood estimation for exchangeable multinomial data
• Approximation with generalized hyperexponential distributions: Weak convergence results
• Simulating from a mixture of exponential distributions with some negatively weighted components
• Likelihood Inference for Exponential-Trawl Processes
• Fitting with Matrix-Exponential Distributions
• A maximum likelihood algorithm for the estimation and renormalization of exponential densities
• A note on convergence requirements for nonlinear maximum-likelihood estimation of parameters from mixture models

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