Examples of fitting structured phase–type distributions
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Publication:4842334
DOI10.1002/ASM.3150100403zbMATH Open0822.60085OpenAlexW2118830699WikidataQ114698700 ScholiaQ114698700MaRDI QIDQ4842334FDOQ4842334
Authors: Malcolm J. Faddy
Publication date: 20 September 1995
Published in: Applied Stochastic Models and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asm.3150100403
Recommendations
Markov processes (60J99) Queueing theory (aspects of probability theory) (60K25) Distribution theory (60E99)
Cites Work
Cited In (16)
- Examining the identifiability and estimability of the phase-type ageing model
- Bayesian estimation of finite time ruin probabilities
- Experimenting with the Coxian phase-type distribution to uncover suitable fits
- Matrix‐analytic Models and their Analysis
- Quantification of model uncertainty on path-spaceviagoal-oriented relative entropy
- Computational learning of the conditional phase-type (C-Ph) distribution. Learning C-Ph distributions
- The coxian phase-type distribution as a contribution to the multilevel model of in-hospital mortality
- Fitting with Matrix-Exponential Distributions
- Title not available (Why is that?)
- Title not available (Why is that?)
- Overview of continuous phase-type distribution data fitting methods
- BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY‐TAILED INSURANCE CLAIM‐SIZE DISTRIBUTION
- Analysing data on lengths of stay of hospital patients using phase-type distributions
- Uncertainty Quantification for Markov Processes via Variational Principles and Functional Inequalities
- Phase-type approximations of service-time distributions in \(M/G/1\) queues
- Simulating Coxian phase-type distributions for patient survival
Uses Software
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