On inferring the number of phases in a coxian phase-type distribution

DOI10.1080/15326349808807479MaRDI QIDQ4385229zbMATH OpenOpenAlexFDO

Authors Malcolm J. Faddy

Publication date 9 January 2000

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349808807479

zbMATH Keywords

phase-type distributionseigenvalues of transition rate matrixparameter redundanciesrate parameter estimation

Mathematics Subject Classification ID

Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25)

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Cited in

(9)

• A general piecewise multi-state survival model: application to breast cancer
• Examining the identifiability and estimability of the phase-type ageing model
• Experimenting with the Coxian phase-type distribution to uncover suitable fits
• Stochastic modelling of the onset of ``bronchiolitis obliterans syndrome following lung transplantation: An analysis of risk factors
• An alternative formulation of Coxian phase-type distributions with covariates: application to emergency department length of stay
• Fitting with Matrix-Exponential Distributions
• An algorithm for computing minimal Coxian representations
• A uniformisation-driven algorithm for inference-related estimation of a phase-type ageing model
• Simulating Coxian phase-type distributions for patient survival

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