A fully Bayesian approach to inference for Coxian phase-type distributions with covariate dependent mean

DOI10.1016/j.csda.2009.05.021zbMath1453.62155MaRDI QIDQ961931

Anthony N. Pettitt, Clare A. McGrory, Malcolm J. Faddy

Publication date: 1 April 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://eprints.qut.edu.au/28453/1/c28453.pdf

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62F15: Bayesian inference

62M05: Markov processes: estimation; hidden Markov models

65C40: Numerical analysis or methods applied to Markov chains

Uses Software

• EMpht

Cites Work

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