A uniformisation-driven algorithm for inference-related estimation of a phase-type ageing model-Reference-Cited by-同舟云学术

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A uniformisation-driven algorithm for inference-related estimation of a phase-type ageing model

Published:2022-10-02 Issue:1 Volume:29 Page:142-187
ISSN:1380-7870
Container-title:Lifetime Data Analysis
language:en
Short-container-title:Lifetime Data Anal

Author:

Cheng Boquan,Mamon Rogemar^ORCID

Funder

Natural Sciences and Engineering Research Council of Canada

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,General Medicine

Link

https://link.springer.com/content/pdf/10.1007/s10985-022-09577-1.pdf

Reference45 articles.

1. Al-Mohy A, Higham N (2009) A new scaling and squaring algorithm for the matrix exponential. SIAM J Matrix Anal Appl 31:970–989

2. Asmussen S, Nerman O, Olsson M (1996) Fitting phase-type distributions via the EM algorithm. Scand J Stat 23:419–441

3. Asmussen S, Laub J, Yang H (2019) Phase-type models in life insurance: Fitting and valuation of equity-linked benefits. Risks 7(1):17

4. Bickart T (1968) Matrix exponential: Approximation by truncated power series. Proc IEEE 56:872–873

5. Bobbio A, Cumani A (1992) ML estimation of the parameters of a PH distribution in triangular canonical form. Computer Performance Evaluation 22:33–46

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. An Objective Measure of Distributional Estimability as Applied to the Phase-Type Aging Model;Risks;2024-02-13

2. Examining the identifiability and estimability of the phase-type ageing model;Computational Statistics;2023-02-28

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