Weibull-like bivariate probability density function and associated estimation algorithms
From MaRDI portal
Cites work
- A bivariate inverse Weibull distribution and its application in complementary risks model
- A bivariate Weibull and its competing risks models
- A new method for adding a parameter to a family of distributions with application to the exponential and Weibull families
- Acceleration of the EM algorithm via extrapolation methods: review, comparison and new methods
- An EM algorithm for estimating the parameters of bivariate Weibull distribution under random censoring
- An Extension of Marshall and Olkin's Bivariate Exponential Distribution
- Asymptotic Inversion of Incomplete Gamma Functions
- Critical phenomena in natural sciences. Chaos, fractals, selforganization and disorder: concepts and tools.
- scientific article; zbMATH DE number 3065425 (Why is no real title available?)
- Inference of accelerated dependent competing risks model for Marshall-Olkin bivariate Weibull distribution with nonconstant parameters
- Maximum Likelihood Estimation with the Weibull Model
- On bivariate inverse Weibull distribution
- On bivariate Weibull-geometric distribution
- Quadratic extrapolation for accelerating convergence of the EM fixed point problem
- Some new constructions of bivariate Weibull models
- The early history of the factorial function
- Weighted Weibull distribution: bivariate and multivariate cases
This page was built for publication: Weibull-like bivariate probability density function and associated estimation algorithms
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6971869)